+969.7%
AWK vs MAS
+504.9%
+464.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | +5.6% | -5.6% | +11.1% | +6.7% |
| 3M | +15.9% | +4.4% | +11.4% | +14.5% |
| 6M | +4.6% | +7.2% | -2.6% | +2.5% |
| YTD | +10.1% | +16.1% | -6.1% | +5.9% |
| 1Y | +2.1% | +0.1% | +2.0% | +1.0% |
| 3Y | +9.8% | +28.3% | -18.5% | +2.1% |
| 5Y | -15.4% | +30.5% | -45.8% | -22.5% |
| 10Y | +129.4% | +139.1% | -9.7% | +85.9% |
| All | +969.7% | +504.9% | +464.7% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling