+9,012.0%
WMT vs MAS
+1,430.5%
+7,581.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +3.9% | -0.8% | +4.7% | +4.1% |
| 30D | -4.4% | -5.6% | +1.2% | -3.4% |
| 3M | -8.8% | +4.4% | -13.2% | -10.0% |
| 6M | -15.6% | +7.2% | -22.8% | -17.5% |
| YTD | -3.2% | +16.1% | -19.3% | -7.1% |
| 1Y | +7.0% | +0.1% | +6.9% | +5.7% |
| 3Y | +105.3% | +28.3% | +77.0% | +89.9% |
| 5Y | +129.3% | +30.5% | +98.8% | +108.1% |
| 10Y | +423.9% | +139.1% | +284.8% | +307.5% |
| All | +9,012.0% | +1,430.5% | +7,581.5% | +3,506.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling