+25.0%
BDX vs MAS
+41.7%
-16.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +3.0% |
| 7D | +7.7% | +4.6% | +3.1% | +6.4% |
| 30D | +18.4% | +19.9% | -1.4% | +12.8% |
| 3M | +25.9% | +8.9% | +17.0% | +22.7% |
| 6M | +50.0% | +20.2% | +29.9% | +42.0% |
| YTD | +42.7% | +33.9% | +8.8% | +30.6% |
| 1Y | +57.8% | +34.7% | +23.2% | +44.2% |
| 3Y | +11.6% | +60.4% | -48.8% | -2.9% |
| 5Y | +25.0% | +43.5% | -18.5% | +4.3% |
| All | +25.0% | +41.7% | -16.7% | +4.3% |
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