+232.9%
ABT vs MAS
+213.7%
+19.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | +3.5% | +2.0% | +1.6% | +3.0% |
| 30D | +12.0% | +19.4% | -7.4% | +6.0% |
| 3M | +2.5% | +9.4% | -7.0% | -0.6% |
| 6M | +29.1% | +15.3% | +13.8% | +22.4% |
| YTD | -10.1% | +31.3% | -41.4% | -19.1% |
| 1Y | -9.8% | +34.9% | -44.7% | -19.6% |
| 3Y | +23.3% | +58.6% | -35.3% | -0.4% |
| 5Y | -2.4% | +40.7% | -43.1% | -19.4% |
| All | +232.9% | +213.7% | +19.2% | +96.9% |
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 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