+26.7%
AWK vs MAS
+58.1%
-31.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +4.1% | +2.0% | +2.1% | +3.8% |
| 30D | +18.0% | +19.4% | -1.4% | +15.2% |
| 3M | +12.2% | +9.4% | +2.8% | +10.7% |
| 6M | +21.2% | +15.3% | +5.9% | +18.6% |
| YTD | +17.6% | +31.3% | -13.8% | +12.8% |
| 1Y | +19.2% | +34.9% | -15.6% | +13.9% |
| 3Y | +26.7% | +58.6% | -31.9% | +0.2% |
| All | +26.7% | +58.1% | -31.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling