+596.4%
WMT vs MTSI
+1,308.1%
-711.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.3% |
| 7D | +3.9% | +1.4% | +2.5% | +3.9% |
| 30D | -4.4% | +2.1% | -6.5% | -4.6% |
| 3M | -8.8% | -29.7% | +20.9% | -7.5% |
| 6M | -15.6% | +12.5% | -28.2% | -16.8% |
| YTD | -3.2% | +57.0% | -60.2% | -6.3% |
| 1Y | +7.0% | +103.9% | -96.9% | +2.0% |
| 3Y | +105.3% | +223.6% | -118.3% | +89.3% |
| 5Y | +129.3% | +321.6% | -192.3% | +107.2% |
| 10Y | +423.9% | +517.7% | -93.8% | +344.7% |
| All | +596.4% | +1,308.1% | -711.7% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling