+428.1%
WMT vs MKSI
+524.1%
-96.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.2% |
| 7D | 0.0% | +2.7% | -2.7% | -0.2% |
| 30D | -7.4% | -12.8% | +5.4% | -6.5% |
| 3M | -10.9% | -22.5% | +11.7% | -9.8% |
| 6M | -12.7% | +19.4% | -32.1% | -15.4% |
| YTD | -3.2% | +67.7% | -70.9% | -9.5% |
| 1Y | +5.3% | +131.4% | -126.1% | -5.2% |
| 3Y | +101.9% | +197.3% | -95.5% | +70.7% |
| 5Y | +134.6% | +87.0% | +47.6% | +104.0% |
| All | +428.1% | +524.1% | -96.0% | +282.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling