+345.7%
AMGN vs MAS
+213.7%
+132.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.6% |
| 7D | -1.2% | +2.0% | -3.2% | -1.7% |
| 30D | +11.5% | +19.4% | -7.9% | +6.2% |
| 3M | +14.4% | +9.4% | +5.0% | +11.5% |
| 6M | +40.9% | +15.3% | +25.6% | +34.8% |
| YTD | +43.5% | +31.3% | +12.2% | +31.6% |
| 1Y | +49.9% | +34.9% | +15.1% | +36.4% |
| 3Y | +84.6% | +58.6% | +26.0% | +58.3% |
| 5Y | +151.6% | +40.7% | +110.9% | +118.5% |
| All | +345.7% | +213.7% | +132.0% | +190.2% |
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