+526.6%
WMT vs MTSI
+512.4%
+14.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -0.3% |
| 7D | -1.6% | +3.5% | -5.1% | -1.9% |
| 30D | +12.9% | -30.3% | +43.2% | +14.5% |
| 3M | +12.6% | -26.0% | +38.6% | +13.6% |
| 6M | -3.4% | -36.1% | +32.7% | -2.1% |
| YTD | +13.5% | +34.3% | -20.8% | +9.5% |
| 1Y | +23.5% | +35.3% | -11.8% | +19.0% |
| 3Y | +137.3% | +217.6% | -80.3% | +114.7% |
| 5Y | +167.9% | +210.1% | -42.2% | +140.5% |
| 10Y | +526.6% | +471.4% | +55.2% | +419.8% |
| All | +526.6% | +512.4% | +14.2% | +419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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