+222.1%
MAS vs WAB
+280.7%
-58.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.1% | -1.0% |
| 7D | +4.6% | -2.5% | +7.0% | +5.7% |
| 30D | +19.9% | -4.4% | +24.2% | +22.0% |
| 3M | +8.9% | -5.9% | +14.8% | +11.5% |
| 6M | +20.2% | +5.9% | +14.2% | +16.7% |
| YTD | +33.9% | +30.9% | +3.0% | +19.0% |
| 1Y | +34.7% | +35.8% | -1.1% | +17.8% |
| 3Y | +60.4% | +154.0% | -93.6% | +7.0% |
| 5Y | +43.5% | +203.9% | -160.4% | -11.1% |
| All | +222.1% | +280.7% | -58.6% | +59.7% |
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