+140.2%
MAS vs WAB
+291.6%
-151.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -0.8% | -3.2% | +2.5% | +0.7% |
| 30D | -5.6% | -4.4% | -1.1% | -3.7% |
| 3M | +4.4% | +7.9% | -3.4% | +0.9% |
| 6M | +7.2% | +8.7% | -1.5% | +3.3% |
| YTD | +16.1% | +33.0% | -16.9% | +2.6% |
| 1Y | +0.1% | +46.7% | -46.6% | -15.4% |
| 3Y | +28.3% | +153.0% | -124.7% | -14.5% |
| 5Y | +30.5% | +222.3% | -191.8% | -21.3% |
| All | +140.2% | +291.6% | -151.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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