+215.9%
MAS vs WY
+4.8%
+211.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.3% |
| 7D | +2.0% | +3.1% | -1.1% | +0.3% |
| 30D | +19.4% | +13.0% | +6.4% | +11.9% |
| 3M | +9.4% | -16.8% | +26.2% | +20.6% |
| 6M | +15.3% | -11.2% | +26.5% | +22.6% |
| YTD | +31.3% | -9.1% | +40.4% | +37.7% |
| 1Y | +34.9% | -4.8% | +39.6% | +37.8% |
| 3Y | +58.6% | -25.3% | +83.9% | +83.4% |
| 5Y | +40.7% | -33.2% | +73.9% | +71.7% |
| All | +215.9% | +4.8% | +211.1% | +180.3% |
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