+189.7%
SW vs MAS
+241.3%
-51.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.6% | +2.1% |
| 7D | +12.1% | +14.2% | -2.1% | +6.9% |
| 30D | +6.6% | +26.8% | -20.3% | -2.1% |
| 3M | -6.0% | +13.1% | -19.1% | -10.1% |
| 6M | +21.5% | +27.9% | -6.5% | +11.9% |
| YTD | +20.3% | +38.7% | -18.3% | +7.8% |
| 1Y | +28.1% | +40.4% | -12.2% | +14.5% |
| 3Y | +51.6% | +66.1% | -14.5% | +30.8% |
| 5Y | -0.1% | +47.4% | -47.6% | -13.2% |
| 10Y | +189.7% | +238.3% | -48.6% | +109.1% |
| All | +189.7% | +241.3% | -51.6% | +109.1% |
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