+44.5%
MAS vs WU
-41.3%
+85.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | +3.6% | +11.0% | -7.5% | -0.6% |
| 30D | +23.8% | +13.4% | +10.4% | +18.0% |
| 3M | +14.4% | +2.2% | +12.2% | +13.0% |
| 6M | +19.7% | -18.2% | +37.9% | +27.2% |
| YTD | +36.0% | -18.3% | +54.2% | +43.9% |
| 1Y | +40.4% | -12.2% | +52.5% | +44.1% |
| 3Y | +58.9% | -20.8% | +79.7% | +66.3% |
| 5Y | +44.5% | -42.6% | +87.1% | +69.4% |
| All | +44.5% | -41.3% | +85.8% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling