+47.3%
BDX vs MAS
+38.5%
+8.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +2.9% | +3.0% | -0.1% | +2.0% |
| 30D | +15.4% | +22.4% | -7.0% | +8.6% |
| 3M | +20.5% | +14.5% | +6.0% | +15.4% |
| 6M | +53.2% | +27.1% | +26.1% | +40.7% |
| YTD | +45.7% | +35.8% | +9.9% | +28.2% |
| 1Y | +47.3% | +39.4% | +7.9% | +27.4% |
| All | +47.3% | +38.5% | +8.7% | +27.4% |
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