+635.3%
ABBV vs MAS
+219.8%
+415.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.4% |
| 7D | -0.9% | +4.6% | -5.4% | -1.9% |
| 30D | +8.7% | +19.9% | -11.1% | +4.2% |
| 3M | +17.8% | +8.9% | +8.9% | +15.2% |
| 6M | +41.7% | +20.2% | +21.6% | +34.7% |
| YTD | +29.9% | +33.9% | -4.0% | +18.9% |
| 1Y | +37.0% | +34.7% | +2.3% | +25.1% |
| 3Y | +125.2% | +60.4% | +64.8% | +92.8% |
| 5Y | +193.8% | +43.5% | +150.3% | +154.0% |
| All | +635.3% | +219.8% | +415.5% | +361.9% |
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