+61.7%
MAS vs WAT
+73.0%
-11.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.3% |
| 7D | +4.6% | -5.6% | +10.2% | +6.7% |
| 30D | +19.9% | +3.8% | +16.1% | +18.1% |
| 3M | +8.9% | +13.3% | -4.4% | +3.7% |
| 6M | +20.2% | +32.2% | -12.0% | +8.0% |
| YTD | +33.9% | +19.3% | +14.6% | +23.7% |
| 1Y | +34.7% | +21.8% | +12.9% | +23.4% |
| All | +61.7% | +73.0% | -11.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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