+210.2%
ABT vs MAS
+137.9%
+72.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +2.5% | -5.6% | +8.0% | +4.2% |
| 3M | +20.2% | +4.4% | +15.7% | +17.7% |
| 6M | -2.9% | +7.2% | -10.1% | -6.3% |
| YTD | -11.9% | +16.1% | -28.0% | -17.6% |
| 1Y | -16.5% | +0.1% | -16.6% | -18.2% |
| 3Y | +12.1% | +28.3% | -16.2% | -2.6% |
| 5Y | -7.4% | +30.5% | -37.9% | -22.1% |
| All | +210.2% | +137.9% | +72.2% | +98.2% |
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