+136.5%
WMT vs MS
+177.9%
-41.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +2.0% | +5.1% | -3.0% | +1.5% |
| 30D | +10.3% | +5.7% | +4.6% | +9.5% |
| 3M | +11.0% | -12.2% | +23.1% | +12.5% |
| 6M | -2.3% | -0.5% | -1.8% | -2.9% |
| YTD | +15.7% | +9.8% | +5.9% | +13.0% |
| 1Y | +26.0% | +17.7% | +8.2% | +21.3% |
| 3Y | +136.5% | +176.8% | -40.3% | +112.1% |
| All | +136.5% | +177.9% | -41.4% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling