+52.6%
BDX vs MAS
+39.0%
+13.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +7.3% | +3.6% | +3.7% | +6.1% |
| 30D | +15.7% | +23.8% | -8.1% | +8.5% |
| 3M | +19.1% | +14.4% | +4.6% | +14.0% |
| 6M | +44.1% | +19.7% | +24.4% | +34.9% |
| YTD | +42.1% | +36.0% | +6.1% | +24.9% |
| 1Y | +52.6% | +40.4% | +12.3% | +31.1% |
| All | +52.6% | +39.0% | +13.6% | +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 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