+1,392.2%
MAS vs WY
+688.1%
+704.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | -0.8% | -1.7% | +1.0% | +0.2% |
| 30D | -5.6% | -10.1% | +4.5% | -0.2% |
| 3M | +4.4% | -5.1% | +9.6% | +7.2% |
| 6M | +7.2% | -4.8% | +12.0% | +9.8% |
| YTD | +16.1% | -0.2% | +16.3% | +15.9% |
| 1Y | +0.1% | -6.6% | +6.7% | +3.3% |
| 3Y | +28.3% | -22.7% | +51.0% | +45.6% |
| 5Y | +30.5% | -22.2% | +52.7% | +46.8% |
| 10Y | +139.1% | +7.3% | +131.8% | +105.9% |
| All | +1,392.2% | +688.1% | +704.1% | +449.9% |
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 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