+1,346.4%
MAS vs WAB
+4,271.7%
-2,925.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.2% |
| 7D | +14.2% | +4.5% | +9.6% | +12.3% |
| 30D | +26.8% | +1.1% | +25.8% | +26.1% |
| 3M | +13.1% | -1.3% | +14.4% | +13.4% |
| 6M | +27.9% | +12.7% | +15.2% | +21.9% |
| YTD | +38.7% | +38.7% | 0.0% | +22.5% |
| 1Y | +40.4% | +44.9% | -4.6% | +21.9% |
| 3Y | +66.1% | +169.0% | -102.9% | +13.7% |
| 5Y | +47.4% | +229.7% | -182.3% | -6.5% |
| 10Y | +238.3% | +309.6% | -71.3% | +82.8% |
| All | +1,346.4% | +4,271.7% | -2,925.3% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling