+603.7%
ABBV vs MAS
+230.1%
+373.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.3% |
| 7D | +1.5% | +3.3% | -1.7% | +0.8% |
| 30D | +6.7% | +25.5% | -18.7% | +1.2% |
| 3M | +19.9% | +11.8% | +8.2% | +16.6% |
| 6M | +47.5% | +21.3% | +26.1% | +39.9% |
| YTD | +32.2% | +37.7% | -5.5% | +20.3% |
| 1Y | +37.8% | +41.0% | -3.2% | +24.5% |
| 3Y | +134.8% | +63.0% | +71.8% | +100.4% |
| 5Y | +203.0% | +44.1% | +158.9% | +162.5% |
| 10Y | +603.7% | +224.3% | +379.4% | +355.4% |
| All | +603.7% | +230.1% | +373.5% | +355.4% |
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