+40.4%
MAS vs WY
+0.3%
+40.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +2.0% |
| 7D | +14.2% | +13.3% | +0.8% | +5.3% |
| 30D | +26.8% | +17.6% | +9.2% | +14.3% |
| 3M | +13.1% | -15.0% | +28.2% | +25.0% |
| 6M | +27.9% | -5.9% | +33.8% | +32.3% |
| YTD | +38.7% | -5.7% | +44.4% | +43.1% |
| 1Y | +40.4% | -0.2% | +40.6% | +41.7% |
| All | +40.4% | +0.3% | +40.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling