+210.3%
MAS vs FWONK
+298.2%
-87.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +2.4% | +15.0% | -12.6% | -2.0% |
| 30D | +19.8% | +11.3% | +8.5% | +15.9% |
| 3M | +9.8% | +6.7% | +3.2% | +7.4% |
| 6M | +15.8% | +19.9% | -4.2% | +9.0% |
| YTD | +31.8% | +7.9% | +23.9% | +27.7% |
| 1Y | +35.4% | +3.0% | +32.4% | +33.0% |
| 3Y | +59.2% | +63.6% | -4.4% | +33.0% |
| 5Y | +41.2% | +88.3% | -47.0% | +11.1% |
| All | +210.3% | +298.2% | -87.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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