+547.8%
MAS vs WTW
+1,156.7%
-608.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.8% |
| 7D | +2.0% | +1.4% | +0.6% | +1.3% |
| 30D | +19.4% | +13.1% | +6.2% | +12.6% |
| 3M | +9.4% | -3.0% | +12.4% | +11.0% |
| 6M | +15.3% | +31.2% | -15.9% | +0.3% |
| YTD | +31.3% | +1.1% | +30.2% | +27.7% |
| 1Y | +34.9% | +3.4% | +31.5% | +29.6% |
| 3Y | +58.6% | +44.7% | +13.9% | +27.1% |
| 5Y | +40.7% | +52.0% | -11.3% | +9.5% |
| 10Y | +220.4% | +223.5% | -3.1% | +65.9% |
| All | +547.8% | +1,156.7% | -608.8% | +164.9% |
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 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