+224.3%
MAS vs WTW
+221.1%
+3.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.8% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | +25.5% | +10.4% | +15.1% | +19.8% |
| 3M | +11.8% | -4.8% | +16.6% | +14.3% |
| 6M | +21.3% | +28.5% | -7.1% | +6.6% |
| YTD | +37.7% | +0.5% | +37.2% | +34.8% |
| 1Y | +41.0% | +1.6% | +39.4% | +37.0% |
| 3Y | +63.0% | +42.5% | +20.5% | +29.8% |
| 5Y | +44.1% | +49.8% | -5.7% | +10.4% |
| 10Y | +224.3% | +218.4% | +5.9% | +57.1% |
| All | +224.3% | +221.1% | +3.2% | +57.1% |
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