+19.6%
AWK vs MAS
+37.4%
-17.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.4% |
| 7D | +7.2% | +4.6% | +2.6% | +6.4% |
| 30D | +19.0% | +19.9% | -0.8% | +16.1% |
| 3M | +14.4% | +8.9% | +5.5% | +12.7% |
| 6M | +22.6% | +20.2% | +2.4% | +19.7% |
| YTD | +19.2% | +33.9% | -14.7% | +13.4% |
| 1Y | +19.6% | +34.7% | -15.1% | +13.6% |
| All | +19.6% | +37.4% | -17.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling