+23.2%
BDX vs MAS
+39.2%
-16.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +7.1% | +2.0% | +5.1% | +6.5% |
| 30D | +17.6% | +19.4% | -1.8% | +12.2% |
| 3M | +20.4% | +9.4% | +10.9% | +17.3% |
| 6M | +48.3% | +15.3% | +32.9% | +41.8% |
| YTD | +41.6% | +31.3% | +10.3% | +30.3% |
| 1Y | +55.7% | +34.9% | +20.9% | +42.3% |
| 3Y | +10.6% | +58.6% | -48.0% | -3.4% |
| All | +23.2% | +39.2% | -16.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling