+38.3%
MAS vs WTW
+55.3%
-16.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.1% |
| 3M | +14.5% | +0.7% | +13.7% | +13.9% |
| 6M | +27.1% | +39.5% | -12.3% | +8.5% |
| YTD | +35.8% | +3.1% | +32.7% | +32.4% |
| 1Y | +39.4% | +4.8% | +34.6% | +34.6% |
| 3Y | +60.3% | +42.9% | +17.3% | +25.4% |
| All | +38.3% | +55.3% | -16.9% | -1.9% |
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