+55.7%
BDX vs MAS
+32.5%
+23.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.3% |
| 7D | +7.1% | +2.4% | +4.7% | +6.3% |
| 30D | +17.6% | +19.8% | -2.2% | +11.4% |
| 3M | +20.4% | +9.8% | +10.5% | +16.6% |
| 6M | +48.3% | +15.8% | +32.5% | +40.3% |
| YTD | +41.6% | +31.8% | +9.8% | +26.1% |
| 1Y | +55.7% | +35.4% | +20.4% | +36.2% |
| All | +55.7% | +32.5% | +23.2% | +36.2% |
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 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