+212.3%
MAS vs WY
+5.0%
+207.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | +22.4% | +10.1% | +12.3% | +16.3% |
| 3M | +14.5% | -15.4% | +29.9% | +25.0% |
| 6M | +27.1% | -8.3% | +35.4% | +32.9% |
| YTD | +35.8% | -9.8% | +45.6% | +42.9% |
| 1Y | +39.4% | -3.9% | +43.3% | +41.8% |
| 3Y | +60.3% | -23.3% | +83.6% | +83.1% |
| 5Y | +39.4% | -31.2% | +70.6% | +68.2% |
| All | +212.3% | +5.0% | +207.3% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling