+215.9%
MAS vs WCN
+309.0%
-93.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.3% |
| 7D | +2.0% | +2.9% | -1.0% | +0.6% |
| 30D | +19.4% | +22.1% | -2.7% | +8.3% |
| 3M | +9.4% | +13.2% | -3.8% | +3.0% |
| 6M | +15.3% | +23.7% | -8.4% | +3.4% |
| YTD | +31.3% | +8.7% | +22.6% | +24.4% |
| 1Y | +34.9% | +15.3% | +19.5% | +23.8% |
| 3Y | +58.6% | +46.0% | +12.6% | +23.4% |
| 5Y | +40.7% | +45.9% | -5.2% | +7.4% |
| All | +215.9% | +309.0% | -93.1% | +43.3% |
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