+199.8%
ABBV vs MAS
+39.2%
+160.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -1.2% | +2.0% | -3.2% | -1.5% |
| 30D | +8.0% | +19.4% | -11.4% | +5.4% |
| 3M | +20.2% | +9.4% | +10.8% | +18.6% |
| 6M | +44.0% | +15.3% | +28.6% | +40.7% |
| YTD | +31.3% | +31.3% | 0.0% | +24.8% |
| 1Y | +37.0% | +34.9% | +2.1% | +29.6% |
| 3Y | +128.0% | +58.6% | +69.4% | +110.1% |
| All | +199.8% | +39.2% | +160.6% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling