+35.3%
MAS vs WTW
+56.1%
-20.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.7% |
| 7D | -0.8% | -2.6% | +1.9% | +0.4% |
| 30D | -5.6% | -1.0% | -4.6% | -5.2% |
| 3M | +4.4% | +29.9% | -25.5% | -7.4% |
| 6M | +7.2% | +10.7% | -3.5% | +1.6% |
| YTD | +16.1% | +2.6% | +13.5% | +13.6% |
| 1Y | +0.1% | +2.8% | -2.7% | -2.4% |
| 3Y | +28.3% | +67.3% | -39.0% | -8.6% |
| All | +35.3% | +56.1% | -20.8% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling