+171.5%
WMT vs MAS
+41.7%
+129.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.5% |
| 7D | +5.3% | +4.6% | +0.8% | +4.6% |
| 30D | +19.1% | +19.9% | -0.7% | +15.6% |
| 3M | +14.0% | +8.9% | +5.1% | +12.2% |
| 6M | -1.9% | +20.2% | -22.1% | -5.4% |
| YTD | +15.4% | +33.9% | -18.5% | +8.6% |
| 1Y | +26.9% | +34.7% | -7.7% | +19.2% |
| 3Y | +140.1% | +60.4% | +79.8% | +114.1% |
| 5Y | +171.5% | +43.5% | +128.1% | +141.9% |
| All | +171.5% | +41.7% | +129.8% | +141.9% |
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