+23.0%
WMT vs MS
+15.5%
+7.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -1.2% | +3.7% | -4.9% | -0.9% |
| 30D | +12.4% | +2.0% | +10.4% | +12.6% |
| 3M | +9.0% | -12.6% | +21.6% | +7.6% |
| 6M | -3.0% | -0.3% | -2.7% | -2.7% |
| YTD | +14.0% | +9.0% | +5.0% | +15.5% |
| 1Y | +23.0% | +13.9% | +9.2% | +25.6% |
| All | +23.0% | +15.5% | +7.5% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling