+534.7%
WMT vs MS
+544.7%
-10.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.2% | +3.7% | -4.9% | -1.8% |
| 30D | +12.4% | +2.0% | +10.4% | +11.9% |
| 3M | +9.0% | -12.6% | +21.6% | +11.4% |
| 6M | -3.0% | -0.3% | -2.7% | -3.5% |
| YTD | +14.0% | +9.0% | +5.0% | +11.1% |
| 1Y | +23.0% | +13.9% | +9.2% | +18.8% |
| 3Y | +135.1% | +173.6% | -38.5% | +89.8% |
| 5Y | +172.7% | +122.0% | +50.8% | +125.9% |
| All | +534.7% | +544.7% | -10.0% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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