-2.4%
MAS vs WETO
-99.4%
+97.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +1.0% | -57.2% | +58.2% | +0.7% |
| 30D | -8.1% | -48.8% | +40.7% | -8.1% |
| 3M | +3.3% | -97.7% | +101.0% | +4.8% |
| 6M | +12.4% | -94.3% | +106.7% | +12.0% |
| YTD | +13.3% | -97.0% | +110.3% | +13.9% |
| 1Y | -4.7% | -98.9% | +94.2% | -2.8% |
| All | -2.4% | -99.4% | +97.0% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling