+349.8%
WM vs MAS
+241.3%
+108.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +0.3% |
| 7D | +5.9% | +14.2% | -8.2% | +2.8% |
| 30D | +15.4% | +26.8% | -11.4% | +9.3% |
| 3M | +6.3% | +13.1% | -6.8% | +3.2% |
| 6M | +5.6% | +27.9% | -22.3% | -0.9% |
| YTD | +9.9% | +38.7% | -28.7% | +0.4% |
| 1Y | +20.8% | +40.4% | -19.5% | +10.0% |
| 3Y | +48.5% | +66.1% | -17.6% | +25.0% |
| 5Y | +60.6% | +47.4% | +13.2% | +37.3% |
| 10Y | +349.8% | +238.3% | +111.4% | +203.9% |
| All | +349.8% | +241.3% | +108.5% | +203.9% |
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