+1,320.5%
ABBV vs MAS
+586.7%
+733.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.4% |
| 7D | -0.9% | +4.6% | -5.4% | -2.0% |
| 30D | +8.7% | +19.9% | -11.1% | +4.0% |
| 3M | +17.8% | +8.9% | +8.9% | +15.1% |
| 6M | +41.7% | +20.2% | +21.6% | +34.4% |
| YTD | +29.9% | +33.9% | -4.0% | +18.6% |
| 1Y | +37.0% | +34.7% | +2.3% | +24.8% |
| 3Y | +125.2% | +60.4% | +64.8% | +92.4% |
| 5Y | +193.8% | +43.5% | +150.3% | +152.7% |
| 10Y | +673.0% | +226.7% | +446.3% | +400.7% |
| All | +1,320.5% | +586.7% | +733.9% | +703.7% |
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