+1,353.0%
ABBV vs MAS
+611.2%
+741.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.6% | +1.7% |
| 7D | +3.1% | +14.2% | -11.1% | -0.2% |
| 30D | +11.6% | +26.8% | -15.2% | +5.3% |
| 3M | +21.7% | +13.1% | +8.5% | +17.8% |
| 6M | +43.5% | +27.9% | +15.6% | +34.0% |
| YTD | +32.9% | +38.7% | -5.8% | +20.3% |
| 1Y | +40.7% | +40.4% | +0.3% | +26.9% |
| 3Y | +130.3% | +66.1% | +64.2% | +95.2% |
| 5Y | +200.8% | +47.4% | +153.4% | +157.2% |
| 10Y | +690.7% | +238.3% | +452.3% | +407.9% |
| All | +1,353.0% | +611.2% | +741.8% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling