+231.1%
ABT vs MAS
+215.9%
+15.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +3.5% | +2.4% | +1.2% | +2.8% |
| 30D | +12.0% | +19.8% | -7.8% | +5.9% |
| 3M | +2.5% | +9.8% | -7.4% | -0.7% |
| 6M | +29.1% | +15.8% | +13.3% | +22.2% |
| YTD | -10.1% | +31.8% | -41.9% | -19.2% |
| 1Y | -9.8% | +35.4% | -45.2% | -19.7% |
| 3Y | +23.3% | +59.2% | -36.0% | -0.5% |
| 5Y | -2.4% | +41.2% | -43.6% | -19.5% |
| All | +231.1% | +215.9% | +15.2% | +97.2% |
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 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