+143.3%
MAS vs FWONK
+363.5%
-220.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.8% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -6.7% | -5.8% | -1.0% | -5.1% |
| 3M | -3.7% | +10.0% | -13.7% | -6.5% |
| 6M | +9.0% | +14.7% | -5.7% | +4.3% |
| YTD | +10.8% | -1.7% | +12.5% | +10.7% |
| 1Y | -3.8% | -4.6% | +0.8% | -3.2% |
| 3Y | +30.0% | +46.7% | -16.6% | +13.0% |
| 5Y | +28.2% | +99.4% | -71.2% | +0.4% |
| 10Y | +143.3% | +345.6% | -202.3% | +59.7% |
| All | +143.3% | +363.5% | -220.2% | +59.7% |
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