+211.6%
MAS vs WU
-39.7%
+251.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +1.2% | -5.3% | +6.4% | +3.4% |
| 30D | +21.6% | +9.0% | +12.6% | +17.2% |
| 3M | +14.1% | -3.6% | +17.7% | +15.3% |
| 6M | +22.6% | -19.4% | +42.0% | +31.8% |
| YTD | +35.4% | -21.7% | +57.1% | +46.6% |
| 1Y | +37.5% | -16.1% | +53.6% | +44.1% |
| 3Y | +58.3% | -24.1% | +82.4% | +69.4% |
| 5Y | +39.1% | -44.1% | +83.2% | +66.5% |
| All | +211.6% | -39.7% | +251.3% | +237.0% |
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