+0.9%
ABT vs MAS
+41.7%
-40.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -0.8% |
| 7D | +8.6% | +4.6% | +4.1% | +7.5% |
| 30D | +16.4% | +19.9% | -3.4% | +11.6% |
| 3M | +8.1% | +8.9% | -0.8% | +5.8% |
| 6M | +32.1% | +20.2% | +11.9% | +25.6% |
| YTD | -7.1% | +33.9% | -41.0% | -14.6% |
| 1Y | -6.5% | +34.7% | -41.2% | -14.3% |
| 3Y | +26.2% | +60.4% | -34.1% | +5.3% |
| 5Y | +0.9% | +43.5% | -42.6% | -14.9% |
| All | +0.9% | +41.7% | -40.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling