+38.3%
MAS vs FWONK
+92.1%
-53.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.0% | +2.5% | +0.4% | +2.2% |
| 30D | +22.4% | +20.0% | +2.5% | +15.9% |
| 3M | +14.5% | +5.2% | +9.3% | +12.5% |
| 6M | +27.1% | +18.7% | +8.4% | +20.2% |
| YTD | +35.8% | +10.7% | +25.1% | +30.7% |
| 1Y | +39.4% | +8.2% | +31.2% | +35.1% |
| 3Y | +60.3% | +64.6% | -4.3% | +32.6% |
| All | +38.3% | +92.1% | -53.7% | +5.4% |
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