+212.3%
MAS vs WTW
+218.5%
-6.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | +3.0% | +2.0% | +1.0% | +2.0% |
| 30D | +22.4% | +12.9% | +9.5% | +15.6% |
| 3M | +14.5% | +0.7% | +13.7% | +13.9% |
| 6M | +27.1% | +39.5% | -12.3% | +7.3% |
| YTD | +35.8% | +3.1% | +32.7% | +31.2% |
| 1Y | +39.4% | +4.8% | +34.6% | +33.4% |
| 3Y | +60.3% | +42.9% | +17.3% | +27.7% |
| 5Y | +39.4% | +55.3% | -15.8% | +4.9% |
| All | +212.3% | +218.5% | -6.2% | +53.1% |
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