+41.0%
MAS vs WCN
+45.6%
-4.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.5% |
| 7D | +2.0% | +2.9% | -1.0% | +1.0% |
| 30D | +19.4% | +22.1% | -2.7% | +11.9% |
| 3M | +9.4% | +13.2% | -3.8% | +5.0% |
| 6M | +15.3% | +23.7% | -8.4% | +7.3% |
| YTD | +31.3% | +8.7% | +22.6% | +27.1% |
| 1Y | +34.9% | +15.3% | +19.5% | +27.5% |
| 3Y | +58.6% | +46.0% | +12.6% | +30.4% |
| All | +41.0% | +45.6% | -4.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling