+9,012.0%
WMT vs MSI
+4,035.2%
+4,976.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.9% | -3.7% | +7.6% | +4.6% |
| 30D | -4.4% | +6.8% | -11.2% | -5.5% |
| 3M | -8.8% | +14.3% | -23.1% | -10.9% |
| 6M | -15.6% | -1.6% | -14.1% | -15.7% |
| YTD | -3.2% | +22.8% | -26.0% | -6.9% |
| 1Y | +7.0% | -1.1% | +8.2% | +6.7% |
| 3Y | +105.3% | +70.5% | +34.8% | +86.1% |
| 5Y | +129.3% | +102.8% | +26.5% | +100.6% |
| 10Y | +423.9% | +597.4% | -173.5% | +267.6% |
| All | +9,012.0% | +4,035.2% | +4,976.8% | +2,614.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling