+7.2%
MAS vs WETO
-93.9%
+101.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -20.8% | +22.6% | +1.7% |
| 7D | -0.8% | -55.4% | +54.7% | -1.1% |
| 30D | -5.6% | -48.5% | +42.9% | -5.3% |
| 3M | +4.4% | -97.5% | +101.9% | +5.6% |
| 6M | +7.2% | -94.2% | +101.4% | +6.5% |
| All | +7.2% | -93.9% | +101.1% | +6.5% |
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