+23.7%
WMT vs MTSI
+32.8%
-9.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | +0.5% |
| 7D | -1.6% | +3.5% | -5.1% | -1.2% |
| 30D | +12.9% | -30.3% | +43.2% | +12.0% |
| 3M | +12.6% | -26.0% | +38.6% | +12.1% |
| 6M | -3.4% | -36.1% | +32.7% | -3.1% |
| YTD | +13.5% | +34.3% | -20.8% | +7.7% |
| All | +23.7% | +32.8% | -9.0% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling