+4,053.0%
WMT vs MS
+5,250.6%
-1,197.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +12.9% | -0.9% | +13.8% | +12.9% |
| 3M | +12.6% | -13.0% | +25.6% | +15.3% |
| 6M | -3.4% | -2.0% | -1.5% | -3.6% |
| YTD | +13.5% | +7.8% | +5.7% | +11.0% |
| 1Y | +23.5% | +17.9% | +5.7% | +18.7% |
| 3Y | +137.3% | +174.8% | -37.4% | +94.0% |
| 5Y | +167.9% | +119.9% | +48.1% | +124.8% |
| 10Y | +526.6% | +578.8% | -52.3% | +312.6% |
| All | +4,053.0% | +5,250.6% | -1,197.6% | +1,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling