+168.5%
WMT vs MAS
+39.2%
+129.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | +1.6% | +2.0% | -0.3% | +1.3% |
| 30D | +16.1% | +19.4% | -3.3% | +12.7% |
| 3M | +12.3% | +9.4% | +2.8% | +10.5% |
| 6M | -3.1% | +15.3% | -18.4% | -5.9% |
| YTD | +13.4% | +31.3% | -17.9% | +7.0% |
| 1Y | +24.5% | +34.9% | -10.4% | +16.9% |
| 3Y | +135.7% | +58.6% | +77.1% | +110.5% |
| All | +168.5% | +39.2% | +129.4% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling