+4.6%
WMT vs MS
+49.1%
-44.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | +0.1% | +2.5% | -2.3% | +0.3% |
| 30D | -5.0% | 0.0% | -4.9% | -5.0% |
| 3M | -11.3% | +2.4% | -13.7% | -11.0% |
| 6M | -13.8% | +36.4% | -50.2% | -12.0% |
| YTD | -4.2% | +23.8% | -28.0% | -2.8% |
| 1Y | +4.6% | +48.6% | -44.1% | +4.8% |
| All | +4.6% | +49.1% | -44.5% | +4.8% |
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