+147.8%
SW vs MAS
+137.9%
+9.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -5.1% | -0.8% | -4.3% | -4.8% |
| 30D | -4.6% | -5.6% | +1.0% | -2.7% |
| 3M | +9.4% | +4.4% | +4.9% | +8.2% |
| 6M | +3.5% | +7.2% | -3.7% | +1.3% |
| YTD | +22.0% | +16.1% | +5.9% | +16.7% |
| 1Y | +2.2% | +0.1% | +2.1% | +2.1% |
| 3Y | +19.6% | +28.3% | -8.7% | +12.0% |
| 5Y | -2.3% | +30.5% | -32.8% | -10.4% |
| All | +147.8% | +137.9% | +9.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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