+178.4%
WMT vs MSI
+124.3%
+54.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | +11.0% | +14.5% | -3.6% | +6.9% |
| 6M | -2.3% | +34.3% | -36.6% | -10.1% |
| YTD | +15.7% | +39.7% | -24.0% | +5.0% |
| 1Y | +26.0% | +40.2% | -14.2% | +14.1% |
| 3Y | +136.5% | +77.1% | +59.4% | +100.2% |
| All | +178.4% | +124.3% | +54.1% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling