+210.3%
MAS vs WTW
+222.9%
-12.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.4% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | +19.8% | +13.1% | +6.7% | +13.1% |
| 3M | +9.8% | -3.0% | +12.8% | +11.3% |
| 6M | +15.8% | +31.2% | -15.4% | +0.7% |
| YTD | +31.8% | +1.1% | +30.7% | +28.6% |
| 1Y | +35.4% | +3.4% | +32.0% | +30.4% |
| 3Y | +59.2% | +44.7% | +14.5% | +25.8% |
| 5Y | +41.2% | +52.0% | -10.8% | +7.5% |
| All | +210.3% | +222.9% | -12.6% | +50.0% |
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