+544.2%
WMT vs MSI
+664.3%
-120.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +2.0% | +3.2% | -1.2% | +1.2% |
| 30D | +10.3% | +17.6% | -7.3% | +6.0% |
| 3M | +11.0% | +14.5% | -3.6% | +7.3% |
| 6M | -2.3% | +34.3% | -36.6% | -9.4% |
| YTD | +15.7% | +39.7% | -24.0% | +6.0% |
| 1Y | +26.0% | +40.2% | -14.2% | +15.3% |
| 3Y | +136.5% | +77.1% | +59.4% | +103.7% |
| 5Y | +176.8% | +124.0% | +52.8% | +123.2% |
| All | +544.2% | +664.3% | -120.1% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling