+52.3%
BDX vs MAS
+40.8%
+11.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | -0.1% | +3.8% |
| 7D | +7.2% | +14.2% | -7.0% | +3.0% |
| 30D | +15.8% | +26.8% | -11.0% | +7.9% |
| 3M | +23.7% | +13.1% | +10.6% | +18.8% |
| 6M | +44.8% | +27.9% | +16.9% | +33.1% |
| YTD | +39.8% | +38.7% | +1.1% | +23.2% |
| 1Y | +52.3% | +40.4% | +12.0% | +32.5% |
| All | +52.3% | +40.8% | +11.6% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling