+18.7%
MAS vs WETO
-99.8%
+118.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -22.4% | +26.9% | +4.4% |
| 7D | +3.3% | -11.9% | +15.2% | +3.2% |
| 30D | +25.5% | -26.0% | +51.5% | +25.3% |
| 3M | +11.8% | -84.2% | +96.0% | +11.3% |
| 6M | +21.3% | -98.3% | +119.7% | +21.1% |
| YTD | +37.7% | -99.1% | +136.8% | +37.9% |
| 1Y | +41.0% | -99.3% | +140.3% | +41.5% |
| All | +18.7% | -99.8% | +118.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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