+130.8%
WMT vs MSI
+97.7%
+33.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.2% | -4.0% | +3.7% | +0.8% |
| 30D | -5.8% | -0.5% | -5.4% | -5.7% |
| 3M | -10.8% | +11.4% | -22.2% | -13.4% |
| 6M | -14.3% | +1.0% | -15.3% | -14.9% |
| YTD | -4.4% | +20.7% | -25.1% | -9.7% |
| 1Y | +4.3% | -2.7% | +7.0% | +4.7% |
| 3Y | +100.1% | +68.2% | +31.9% | +71.9% |
| 5Y | +130.8% | +100.0% | +30.9% | +88.0% |
| All | +130.8% | +97.7% | +33.1% | +88.0% |
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