+323.2%
AMGN vs MAS
+217.4%
+105.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | -1.8% | -0.3% | -1.7% |
| 30D | +12.1% | +23.6% | -11.5% | +5.8% |
| 3M | +13.6% | +12.4% | +1.2% | +10.0% |
| 6M | +43.9% | +21.9% | +22.1% | +35.6% |
| YTD | +45.9% | +36.1% | +9.8% | +32.6% |
| 1Y | +42.1% | +39.5% | +2.7% | +28.2% |
| 3Y | +91.6% | +59.1% | +32.5% | +64.2% |
| 5Y | +158.5% | +44.4% | +114.1% | +123.3% |
| 10Y | +323.2% | +217.0% | +106.2% | +185.2% |
| All | +323.2% | +217.4% | +105.8% | +185.2% |
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