+224.3%
MAS vs WU
-36.4%
+260.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +3.3% | +9.1% | -5.8% | -0.5% |
| 30D | +25.5% | +12.1% | +13.4% | +19.6% |
| 3M | +11.8% | +0.3% | +11.4% | +11.1% |
| 6M | +21.3% | -19.1% | +40.5% | +30.3% |
| YTD | +37.7% | -19.2% | +57.0% | +47.3% |
| 1Y | +41.0% | -15.3% | +56.3% | +47.4% |
| 3Y | +63.0% | -21.3% | +84.3% | +71.8% |
| 5Y | +44.1% | -41.7% | +85.8% | +69.2% |
| 10Y | +224.3% | -36.0% | +260.3% | +241.0% |
| All | +224.3% | -36.4% | +260.7% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling