+472.8%
MAS vs WTW
+1,174.9%
-702.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.8% |
| 7D | -0.8% | -2.6% | +1.9% | +0.5% |
| 30D | -5.6% | -1.0% | -4.6% | -5.2% |
| 3M | +4.4% | +29.9% | -25.5% | -8.5% |
| 6M | +7.2% | +10.7% | -3.5% | +0.5% |
| YTD | +16.1% | +2.6% | +13.5% | +12.2% |
| 1Y | +0.1% | +2.8% | -2.7% | -3.6% |
| 3Y | +28.3% | +67.3% | -39.0% | -4.4% |
| 5Y | +30.5% | +56.6% | -26.2% | -0.2% |
| 10Y | +139.1% | +204.1% | -64.9% | +27.4% |
| All | +472.8% | +1,174.9% | -702.1% | +132.6% |
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 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