+212.3%
MAS vs WU
-38.9%
+251.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.3% |
| 7D | +3.0% | -2.0% | +5.0% | +3.8% |
| 30D | +22.4% | +11.4% | +11.0% | +16.9% |
| 3M | +14.5% | -6.8% | +21.3% | +17.4% |
| 6M | +27.1% | -14.6% | +41.8% | +33.3% |
| YTD | +35.8% | -20.6% | +56.4% | +46.1% |
| 1Y | +39.4% | -15.4% | +54.8% | +45.7% |
| 3Y | +60.3% | -23.6% | +83.9% | +71.0% |
| 5Y | +39.4% | -43.4% | +82.8% | +65.9% |
| All | +212.3% | -38.9% | +251.2% | +235.9% |
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