+435.5%
MAS vs FWONK
+329.6%
+106.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +3.6% | +14.0% | -10.4% | -0.3% |
| 30D | +23.8% | +15.8% | +8.0% | +18.6% |
| 3M | +14.4% | +6.0% | +8.4% | +12.3% |
| 6M | +19.7% | +15.3% | +4.4% | +14.5% |
| YTD | +36.0% | +10.6% | +25.4% | +31.1% |
| 1Y | +40.4% | +7.0% | +33.4% | +36.6% |
| 3Y | +58.9% | +60.6% | -1.6% | +35.4% |
| 5Y | +44.5% | +92.6% | -48.1% | +15.3% |
| 10Y | +214.8% | +300.7% | -85.9% | +91.9% |
| All | +435.5% | +329.6% | +106.0% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling