+1,682.0%
MAS vs WY
+644.6%
+1,037.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +2.7% |
| 7D | +14.2% | +13.3% | +0.8% | +7.0% |
| 30D | +26.8% | +17.6% | +9.2% | +16.6% |
| 3M | +13.1% | -15.0% | +28.2% | +23.0% |
| 6M | +27.9% | -5.9% | +33.8% | +31.8% |
| YTD | +38.7% | -5.7% | +44.4% | +42.5% |
| 1Y | +40.4% | -0.2% | +40.6% | +39.9% |
| 3Y | +66.1% | -23.1% | +89.2% | +88.9% |
| 5Y | +47.4% | -30.4% | +77.8% | +76.5% |
| 10Y | +238.3% | +10.5% | +227.9% | +187.1% |
| All | +1,682.0% | +644.6% | +1,037.4% | +576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling