+1,139.8%
MAS vs WAT
+11,982.1%
-10,842.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.6% |
| 7D | +4.6% | -5.6% | +10.2% | +6.2% |
| 30D | +19.9% | +3.8% | +16.1% | +18.5% |
| 3M | +8.9% | +13.3% | -4.4% | +5.0% |
| 6M | +20.2% | +32.2% | -12.0% | +10.9% |
| YTD | +33.9% | +19.3% | +14.6% | +26.2% |
| 1Y | +34.7% | +21.8% | +12.9% | +26.2% |
| 3Y | +60.4% | +73.9% | -13.6% | +34.1% |
| 5Y | +43.5% | +32.1% | +11.4% | +28.3% |
| 10Y | +226.7% | +228.2% | -1.5% | +130.1% |
| All | +1,139.8% | +11,982.1% | -10,842.3% | +470.1% |
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