+26,336.4%
WM vs MAS
+1,430.5%
+24,905.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | -0.3% | -0.8% | +0.4% | -0.2% |
| 30D | -2.4% | -5.6% | +3.2% | -1.3% |
| 3M | +0.4% | +4.4% | -4.0% | -0.9% |
| 6M | -9.5% | +7.2% | -16.7% | -11.6% |
| YTD | +0.5% | +16.1% | -15.6% | -3.7% |
| 1Y | -1.1% | +0.1% | -1.2% | -2.4% |
| 3Y | +46.0% | +28.3% | +17.7% | +34.1% |
| 5Y | +51.8% | +30.5% | +21.4% | +36.6% |
| 10Y | +307.5% | +139.1% | +168.4% | +215.9% |
| All | +26,336.4% | +1,430.5% | +24,905.9% | +13,619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling