+1,058.8%
AWK vs MAS
+597.5%
+461.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.5% |
| 7D | +7.2% | +4.6% | +2.6% | +6.2% |
| 30D | +19.0% | +19.9% | -0.8% | +15.0% |
| 3M | +14.4% | +8.9% | +5.5% | +12.4% |
| 6M | +22.6% | +20.2% | +2.4% | +17.8% |
| YTD | +19.2% | +33.9% | -14.7% | +11.6% |
| 1Y | +19.6% | +34.7% | -15.1% | +11.7% |
| 3Y | +26.1% | +60.4% | -34.3% | +12.3% |
| 5Y | +0.1% | +43.5% | -43.4% | -10.0% |
| 10Y | +163.3% | +226.7% | -63.4% | +102.7% |
| All | +1,058.8% | +597.5% | +461.2% | +635.7% |
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