+33.8%
MAS vs WAB
+153.4%
-119.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | -0.8% | -3.2% | +2.5% | +1.1% |
| 30D | -5.6% | -4.4% | -1.1% | -3.1% |
| 3M | +4.4% | +7.9% | -3.4% | -0.1% |
| 6M | +7.2% | +8.7% | -1.5% | +2.0% |
| YTD | +16.1% | +33.0% | -16.9% | -0.7% |
| 1Y | +0.1% | +46.7% | -46.6% | -18.9% |
| All | +33.8% | +153.4% | -119.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling