+58.9%
MAS vs WTW
+45.3%
+13.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.8% |
| 7D | +3.6% | +1.6% | +2.0% | +3.1% |
| 30D | +23.8% | +12.4% | +11.5% | +20.1% |
| 3M | +14.4% | -2.6% | +17.1% | +14.9% |
| 6M | +19.7% | +30.8% | -11.0% | +11.4% |
| YTD | +36.0% | +2.3% | +33.6% | +35.2% |
| 1Y | +40.4% | +4.9% | +35.5% | +38.2% |
| 3Y | +58.9% | +43.9% | +15.1% | +51.3% |
| All | +58.9% | +45.3% | +13.6% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling