+354.7%
MAS vs WU
-19.6%
+374.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | -0.8% | -0.8% | +0.1% | -0.4% |
| 30D | -5.6% | -1.1% | -4.5% | -5.2% |
| 3M | +4.4% | -3.9% | +8.3% | +4.5% |
| 6M | +7.2% | -20.7% | +27.9% | +17.5% |
| YTD | +16.1% | -18.4% | +34.5% | +25.2% |
| 1Y | +0.1% | -8.1% | +8.2% | +0.4% |
| 3Y | +28.3% | -24.2% | +52.5% | +38.0% |
| 5Y | +30.5% | -50.4% | +80.9% | +70.3% |
| 10Y | +139.1% | -40.0% | +179.2% | +165.9% |
| All | +354.7% | -19.6% | +374.3% | +290.5% |
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