+312.7%
MAS vs WPM
+5,967.5%
-5,654.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +2.0% |
| 7D | -0.8% | +1.1% | -1.8% | -0.9% |
| 30D | -5.6% | +26.4% | -31.9% | -9.2% |
| 3M | +4.4% | +20.8% | -16.4% | +0.8% |
| 6M | +7.2% | +1.1% | +6.1% | +6.2% |
| YTD | +16.1% | +32.5% | -16.3% | +9.6% |
| 1Y | +0.1% | +51.5% | -51.4% | -7.9% |
| 3Y | +28.3% | +267.0% | -238.7% | +0.4% |
| 5Y | +30.5% | +250.1% | -219.7% | +1.4% |
| 10Y | +139.1% | +540.4% | -401.2% | +60.1% |
| All | +312.7% | +5,967.5% | -5,654.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 all: compounded portfolio wealth divided by compounded WPM 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…
all analysis · Full analysis span regression · 6 months rolling