+15.3%
MAS vs WTW
+25.1%
-9.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | +2.0% | +1.4% | +0.6% | +1.6% |
| 30D | +19.4% | +13.1% | +6.2% | +15.9% |
| 3M | +9.4% | -3.0% | +12.4% | +9.2% |
| 6M | +15.3% | +31.2% | -15.9% | +10.6% |
| All | +15.3% | +25.1% | -9.7% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling