+434.8%
WMT vs MS
+795.9%
-361.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.1% | +2.5% | -2.3% | -0.3% |
| 30D | -5.0% | 0.0% | -4.9% | -4.9% |
| 3M | -11.3% | +2.4% | -13.7% | -11.9% |
| 6M | -13.8% | +36.4% | -50.2% | -18.9% |
| YTD | -4.2% | +23.8% | -28.0% | -8.6% |
| 1Y | +4.6% | +48.6% | -44.1% | -3.9% |
| 3Y | +100.5% | +179.1% | -78.7% | +61.5% |
| 5Y | +129.7% | +144.8% | -15.1% | +87.1% |
| All | +434.8% | +795.9% | -361.0% | +206.6% |
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