-15.6%
WMT vs MTSI
+10.3%
-25.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.1% |
| 7D | +3.9% | +1.4% | +2.5% | +4.0% |
| 30D | -4.4% | +2.1% | -6.5% | -4.3% |
| 3M | -8.8% | -29.7% | +20.9% | -8.2% |
| 6M | -15.6% | +12.5% | -28.2% | -19.4% |
| All | -15.6% | +10.3% | -25.9% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling