+217.0%
MAS vs WY
+3.1%
+213.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | -5.1% | +3.2% | +1.0% |
| 30D | +23.6% | +9.0% | +14.5% | +18.0% |
| 3M | +12.4% | -16.7% | +29.1% | +23.9% |
| 6M | +21.9% | -10.3% | +32.1% | +28.9% |
| YTD | +36.1% | -10.5% | +46.6% | +43.9% |
| 1Y | +39.5% | -5.9% | +45.4% | +43.5% |
| 3Y | +59.1% | -24.7% | +83.8% | +83.5% |
| 5Y | +44.4% | -31.5% | +75.9% | +74.7% |
| 10Y | +217.0% | +4.7% | +212.3% | +176.2% |
| All | +217.0% | +3.1% | +213.9% | +176.2% |
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