+357.4%
MAS vs FWONK
+276.6%
+80.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 6M | +7.2% | +11.7% | -4.5% | +3.5% |
| YTD | +16.1% | -3.1% | +19.2% | +16.4% |
| 1Y | +0.1% | -4.2% | +4.3% | +0.5% |
| 3Y | +28.3% | +38.3% | -10.0% | +14.0% |
| 5Y | +30.5% | +92.2% | -61.7% | +4.3% |
| 10Y | +139.1% | +355.4% | -216.3% | +42.3% |
| All | +357.4% | +276.6% | +80.8% | +158.9% |
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