+244.0%
ABT vs MAS
+219.8%
+24.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -0.6% |
| 7D | +8.6% | +4.6% | +4.1% | +7.2% |
| 30D | +16.4% | +19.9% | -3.4% | +10.1% |
| 3M | +8.1% | +8.9% | -0.8% | +5.1% |
| 6M | +32.1% | +20.2% | +11.9% | +23.5% |
| YTD | -7.1% | +33.9% | -41.0% | -16.9% |
| 1Y | -6.5% | +34.7% | -41.2% | -16.6% |
| 3Y | +26.2% | +60.4% | -34.1% | +1.7% |
| 5Y | +0.9% | +43.5% | -42.6% | -17.3% |
| All | +244.0% | +219.8% | +24.1% | +102.2% |
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