+178.4%
WMT vs MTSI
+206.4%
-27.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.6% |
| 7D | +2.0% | +10.0% | -7.9% | +1.8% |
| 30D | +10.3% | -20.3% | +30.6% | +10.9% |
| 3M | +11.0% | -24.4% | +35.4% | +11.6% |
| 6M | -2.3% | -39.2% | +36.8% | -0.7% |
| YTD | +15.7% | +35.5% | -19.8% | +10.8% |
| 1Y | +26.0% | +43.0% | -17.1% | +20.1% |
| 3Y | +136.5% | +196.3% | -59.8% | +111.3% |
| All | +178.4% | +206.4% | -27.9% | +139.9% |
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