+35.3%
MAS vs FWONK
+93.1%
-57.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -0.8% | -6.2% | +5.4% | +1.1% |
| 30D | -5.6% | -0.6% | -5.0% | -5.5% |
| 3M | +4.4% | +11.1% | -6.6% | +1.0% |
| 6M | +7.2% | +11.7% | -4.5% | +3.3% |
| YTD | +16.1% | -3.1% | +19.2% | +16.5% |
| 1Y | +0.1% | -4.2% | +4.3% | +0.6% |
| 3Y | +28.3% | +38.3% | -10.0% | +12.6% |
| All | +35.3% | +93.1% | -57.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling