+27.4%
WMT vs MKSI
+40.1%
-12.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.0% | +8.4% | +3.0% |
| 7D | +8.8% | -10.7% | +19.4% | +7.8% |
| 30D | +22.9% | -30.5% | +53.4% | +19.8% |
| 3M | +16.1% | -39.2% | +55.2% | +12.3% |
| 6M | -0.5% | -33.0% | +32.6% | -3.3% |
| YTD | +16.7% | +22.3% | -5.6% | +17.4% |
| 1Y | +27.4% | +42.7% | -15.3% | +31.4% |
| All | +27.4% | +40.1% | -12.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling