+498.4%
ABBV vs MAS
+137.9%
+360.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | +0.4% | -0.8% | +1.1% | +0.5% |
| 30D | +4.2% | -5.6% | +9.7% | +5.4% |
| 3M | +14.8% | +4.4% | +10.4% | +13.0% |
| 6M | +10.3% | +7.2% | +3.1% | +7.3% |
| YTD | +14.9% | +16.1% | -1.2% | +9.0% |
| 1Y | +24.1% | +0.1% | +24.0% | +22.1% |
| 3Y | +91.9% | +28.3% | +63.6% | +74.0% |
| 5Y | +176.0% | +30.5% | +145.6% | +143.3% |
| All | +498.4% | +137.9% | +360.4% | +322.9% |
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