+1,184.0%
MAS vs WAT
+12,369.3%
-11,185.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.2% |
| 7D | +14.2% | -1.9% | +16.1% | +14.7% |
| 30D | +26.8% | +6.2% | +20.6% | +24.6% |
| 3M | +13.1% | +18.1% | -4.9% | +7.8% |
| 6M | +27.9% | +54.9% | -27.0% | +12.8% |
| YTD | +38.7% | +23.1% | +15.6% | +29.6% |
| 1Y | +40.4% | +27.3% | +13.1% | +30.0% |
| 3Y | +66.1% | +79.5% | -13.4% | +37.7% |
| 5Y | +47.4% | +35.0% | +12.5% | +31.1% |
| 10Y | +238.3% | +238.7% | -0.4% | +136.3% |
| All | +1,184.0% | +12,369.3% | -11,185.3% | +485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling