+168.5%
WMT vs MS
+111.6%
+56.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +16.1% | -3.8% | +19.8% | +16.6% |
| 3M | +12.3% | -14.6% | +26.9% | +14.5% |
| 6M | -3.1% | -5.1% | +2.0% | -3.0% |
| YTD | +13.4% | +4.5% | +8.9% | +11.5% |
| 1Y | +24.5% | +13.5% | +10.9% | +20.6% |
| 3Y | +135.7% | +160.4% | -24.7% | +98.8% |
| All | +168.5% | +111.6% | +56.9% | +126.1% |
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 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