+37.2%
ABBV vs MAS
+34.7%
+2.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | -1.2% | +2.4% | -3.6% | -1.2% |
| 30D | +8.0% | +19.8% | -11.8% | +7.8% |
| 3M | +20.2% | +9.8% | +10.3% | +20.1% |
| 6M | +44.0% | +15.8% | +28.2% | +44.3% |
| YTD | +31.3% | +31.8% | -0.5% | +28.9% |
| All | +37.2% | +34.7% | +2.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling