+92.2%
BDX vs MAS
+217.4%
-125.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.5% | -1.8% | +4.4% | +3.0% |
| 30D | +13.6% | +23.6% | -10.0% | +7.1% |
| 3M | +18.9% | +12.4% | +6.5% | +15.0% |
| 6M | +51.8% | +21.9% | +29.9% | +42.8% |
| YTD | +43.3% | +36.1% | +7.2% | +30.1% |
| 1Y | +48.0% | +39.5% | +8.5% | +33.4% |
| 3Y | +23.7% | +59.1% | -35.5% | +6.2% |
| 5Y | +24.9% | +44.4% | -19.5% | +7.7% |
| 10Y | +92.2% | +217.0% | -124.8% | +31.1% |
| All | +92.2% | +217.4% | -125.2% | +31.1% |
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