+643.2%
ABBV vs MAS
+213.7%
+429.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | -1.2% | +2.0% | -3.2% | -1.7% |
| 30D | +8.0% | +19.4% | -11.4% | +3.6% |
| 3M | +20.2% | +9.4% | +10.8% | +17.4% |
| 6M | +44.0% | +15.3% | +28.6% | +38.2% |
| YTD | +31.3% | +31.3% | 0.0% | +20.7% |
| 1Y | +37.0% | +34.9% | +2.1% | +25.0% |
| 3Y | +128.0% | +58.6% | +69.4% | +95.6% |
| 5Y | +196.9% | +40.7% | +156.2% | +157.8% |
| All | +643.2% | +213.7% | +429.5% | +368.8% |
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