+214.8%
MAS vs WTW
+222.3%
-7.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.2% |
| 7D | +3.6% | +1.6% | +2.0% | +2.8% |
| 30D | +23.8% | +12.4% | +11.5% | +17.2% |
| 3M | +14.4% | -2.6% | +17.1% | +15.7% |
| 6M | +19.7% | +30.8% | -11.0% | +4.3% |
| YTD | +36.0% | +2.3% | +33.6% | +31.8% |
| 1Y | +40.4% | +4.9% | +35.5% | +34.2% |
| 3Y | +58.9% | +43.9% | +15.1% | +26.1% |
| 5Y | +44.5% | +53.8% | -9.3% | +9.3% |
| 10Y | +214.8% | +212.8% | +2.0% | +54.4% |
| All | +214.8% | +222.3% | -7.5% | +54.4% |
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