+217.0%
MAS vs WTW
+215.9%
+1.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | +23.6% | +12.0% | +11.6% | +17.1% |
| 3M | +12.4% | -2.1% | +14.5% | +13.4% |
| 6M | +21.9% | +34.8% | -12.9% | +4.6% |
| YTD | +36.1% | +2.7% | +33.4% | +31.8% |
| 1Y | +39.5% | +5.1% | +34.4% | +33.3% |
| 3Y | +59.1% | +44.4% | +14.7% | +26.0% |
| 5Y | +44.4% | +55.1% | -10.7% | +8.7% |
| 10Y | +217.0% | +216.1% | +0.9% | +54.5% |
| All | +217.0% | +215.9% | +1.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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