+43.5%
MAS vs WAT
+32.1%
+11.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.1% |
| 7D | +4.6% | -5.6% | +10.2% | +7.0% |
| 30D | +19.9% | +3.8% | +16.1% | +17.8% |
| 3M | +8.9% | +13.3% | -4.4% | +2.9% |
| 6M | +20.2% | +32.2% | -12.0% | +6.0% |
| YTD | +33.9% | +19.3% | +14.6% | +22.0% |
| 1Y | +34.7% | +21.8% | +12.9% | +21.5% |
| 3Y | +60.4% | +73.9% | -13.6% | +15.9% |
| 5Y | +43.5% | +32.1% | +11.4% | +17.5% |
| All | +43.5% | +32.1% | +11.4% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling