+27.9%
MAS vs WCN
+19.8%
+8.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +4.7% |
| 7D | +14.2% | +6.7% | +7.5% | +11.9% |
| 30D | +26.8% | +24.3% | +2.5% | +19.9% |
| 3M | +13.1% | +16.1% | -3.0% | +7.8% |
| 6M | +27.9% | +19.9% | +8.0% | +17.1% |
| All | +27.9% | +19.8% | +8.1% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling