+140.2%
MAS vs WCN
+236.2%
-96.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -0.8% | -0.6% | -0.1% | -0.5% |
| 30D | -5.6% | +0.4% | -6.0% | -5.8% |
| 3M | +4.4% | +7.3% | -2.9% | +0.5% |
| 6M | +7.2% | -2.5% | +9.7% | +7.6% |
| YTD | +16.1% | -5.4% | +21.5% | +17.8% |
| 1Y | +0.1% | -8.5% | +8.6% | +3.2% |
| 3Y | +28.3% | +20.8% | +7.5% | +9.5% |
| 5Y | +30.5% | +30.0% | +0.4% | +4.7% |
| All | +140.2% | +236.2% | -96.0% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling