+61.7%
MAS vs WY
-23.0%
+84.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.9% | -3.1% |
| 7D | +4.6% | +9.5% | -5.0% | -1.9% |
| 30D | +19.9% | +16.3% | +3.6% | +8.0% |
| 3M | +8.9% | -15.5% | +24.4% | +22.1% |
| 6M | +20.2% | -7.1% | +27.3% | +25.7% |
| YTD | +33.9% | -6.3% | +40.1% | +38.7% |
| 1Y | +34.7% | -0.3% | +34.9% | +33.3% |
| All | +61.7% | -23.0% | +84.7% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling