+40.4%
MAS vs WY
-6.9%
+47.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +0.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +23.8% | +8.0% | +15.8% | +17.8% |
| 3M | +14.4% | -17.7% | +32.1% | +29.4% |
| 6M | +19.7% | -10.8% | +30.5% | +28.3% |
| YTD | +36.0% | -10.6% | +46.5% | +45.2% |
| 1Y | +40.4% | -5.7% | +46.1% | +44.8% |
| All | +40.4% | -6.9% | +47.3% | +44.8% |
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