+26.0%
WMT vs MSI
+37.5%
-11.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +2.0% | +3.2% | -1.2% | +1.5% |
| 30D | +10.3% | +17.6% | -7.3% | +7.1% |
| 3M | +11.0% | +14.5% | -3.6% | +8.3% |
| 6M | -2.3% | +34.3% | -36.6% | -7.2% |
| YTD | +15.7% | +39.7% | -24.0% | +12.7% |
| 1Y | +26.0% | +40.2% | -14.2% | +23.1% |
| All | +26.0% | +37.5% | -11.6% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling