+6,642.4%
ABT vs MAS
+1,430.5%
+5,212.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +2.5% | -5.6% | +8.0% | +3.5% |
| 3M | +20.2% | +4.4% | +15.7% | +18.8% |
| 6M | -2.9% | +7.2% | -10.1% | -4.8% |
| YTD | -11.9% | +16.1% | -28.0% | -15.1% |
| 1Y | -16.5% | +0.1% | -16.6% | -17.4% |
| 3Y | +12.1% | +28.3% | -16.2% | +4.4% |
| 5Y | -7.4% | +30.5% | -37.9% | -14.8% |
| 10Y | +210.7% | +139.1% | +71.6% | +153.5% |
| All | +6,642.4% | +1,430.5% | +5,212.0% | +3,725.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling