+167.9%
WMT vs MTSI
+208.2%
-40.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -0.1% |
| 7D | -1.6% | +3.5% | -5.1% | -1.7% |
| 30D | +12.9% | -30.3% | +43.2% | +14.0% |
| 3M | +12.6% | -26.0% | +38.6% | +13.4% |
| 6M | -3.4% | -36.1% | +32.7% | -2.2% |
| YTD | +13.5% | +34.3% | -20.8% | +8.7% |
| 1Y | +23.5% | +35.3% | -11.8% | +18.2% |
| 3Y | +137.3% | +217.6% | -80.3% | +111.2% |
| 5Y | +167.9% | +210.1% | -42.2% | +131.3% |
| All | +167.9% | +208.2% | -40.3% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling