+424.3%
MAS vs WU
-18.6%
+442.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.5% | -10.0% | -6.7% |
| 7D | +4.6% | +13.0% | -8.5% | -1.8% |
| 30D | +19.9% | +14.3% | +5.5% | +11.9% |
| 3M | +8.9% | +0.1% | +8.8% | +8.3% |
| 6M | +20.2% | -17.7% | +37.9% | +29.5% |
| YTD | +33.9% | -17.3% | +51.2% | +43.0% |
| 1Y | +34.7% | -11.1% | +45.7% | +38.0% |
| 3Y | +60.4% | -19.8% | +80.2% | +68.6% |
| 5Y | +43.5% | -40.5% | +84.0% | +70.3% |
| 10Y | +226.7% | -33.7% | +260.4% | +242.9% |
| All | +424.3% | -18.6% | +442.9% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling