+326.9%
AMGN vs MAS
+214.3%
+112.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | +13.1% | +21.6% | -8.5% | +7.3% |
| 3M | +12.9% | +14.1% | -1.2% | +8.8% |
| 6M | +40.8% | +22.6% | +18.1% | +32.4% |
| YTD | +45.6% | +35.4% | +10.2% | +32.5% |
| 1Y | +42.7% | +37.5% | +5.3% | +29.3% |
| 3Y | +91.2% | +58.3% | +32.8% | +64.1% |
| 5Y | +158.1% | +39.1% | +119.0% | +125.7% |
| All | +326.9% | +214.3% | +112.7% | +187.1% |
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