+155.5%
AWK vs MAS
+213.7%
-58.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | +4.1% | +2.0% | +2.1% | +3.5% |
| 30D | +18.0% | +19.4% | -1.4% | +12.2% |
| 3M | +12.2% | +9.4% | +2.8% | +9.2% |
| 6M | +21.2% | +15.3% | +5.9% | +15.6% |
| YTD | +17.6% | +31.3% | -13.8% | +6.9% |
| 1Y | +19.2% | +34.9% | -15.6% | +7.4% |
| 3Y | +26.7% | +58.6% | -31.9% | +4.8% |
| 5Y | -1.3% | +40.7% | -42.0% | -17.0% |
| All | +155.5% | +213.7% | -58.2% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling