+10,762.2%
WMT vs MAS
+1,664.8%
+9,097.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.4% |
| 7D | +5.3% | +4.6% | +0.8% | +4.4% |
| 30D | +19.1% | +19.9% | -0.7% | +14.9% |
| 3M | +14.0% | +8.9% | +5.1% | +11.9% |
| 6M | -1.9% | +20.2% | -22.1% | -6.1% |
| YTD | +15.4% | +33.9% | -18.5% | +7.6% |
| 1Y | +26.9% | +34.7% | -7.7% | +18.2% |
| 3Y | +140.1% | +60.4% | +79.8% | +112.6% |
| 5Y | +171.5% | +43.5% | +128.1% | +141.9% |
| 10Y | +554.7% | +226.7% | +328.0% | +379.1% |
| All | +10,762.2% | +1,664.8% | +9,097.5% | +4,076.1% |
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 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