+15.3%
MAS vs WETO
-98.0%
+113.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +20.4% | -22.3% | -1.8% |
| 7D | +2.0% | +36.5% | -34.5% | +2.1% |
| 30D | +19.4% | -14.4% | +33.8% | +19.3% |
| 3M | +9.4% | -82.5% | +91.9% | +9.3% |
| 6M | +15.3% | -97.9% | +113.2% | +11.6% |
| All | +15.3% | -98.0% | +113.3% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling