+560.5%
MAS vs WTW
+1,185.9%
-625.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.3% |
| 7D | +4.6% | +4.9% | -0.4% | +2.2% |
| 30D | +19.9% | +15.3% | +4.6% | +12.1% |
| 3M | +8.9% | -0.1% | +9.0% | +8.9% |
| 6M | +20.2% | +30.6% | -10.4% | +4.7% |
| YTD | +33.9% | +3.5% | +30.4% | +28.8% |
| 1Y | +34.7% | +5.5% | +29.1% | +28.2% |
| 3Y | +60.4% | +47.9% | +12.5% | +27.2% |
| 5Y | +43.5% | +55.5% | -12.1% | +10.4% |
| 10Y | +226.7% | +231.1% | -4.4% | +67.3% |
| All | +560.5% | +1,185.9% | -625.4% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling