+132.3%
WMT vs MS
+145.3%
-13.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +3.9% | +1.4% | +2.6% | +3.7% |
| 30D | -4.4% | -0.3% | -4.1% | -4.4% |
| 3M | -8.8% | +0.3% | -9.1% | -9.0% |
| 6M | -15.6% | +31.3% | -47.0% | -19.2% |
| YTD | -3.2% | +24.7% | -27.9% | -6.9% |
| 1Y | +7.0% | +47.9% | -40.9% | -0.2% |
| 3Y | +105.3% | +178.3% | -73.0% | +72.6% |
| All | +132.3% | +145.3% | -13.0% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling