+27.6%
BDX vs MAS
+39.9%
-12.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +2.9% | +3.0% | -0.1% | +2.1% |
| 30D | +15.4% | +22.4% | -7.0% | +9.3% |
| 3M | +20.5% | +14.5% | +6.0% | +16.1% |
| 6M | +53.2% | +27.1% | +26.1% | +42.7% |
| YTD | +45.7% | +35.8% | +9.9% | +32.7% |
| 1Y | +47.3% | +39.4% | +7.9% | +33.2% |
| 3Y | +25.1% | +60.3% | -35.2% | +8.5% |
| All | +27.6% | +39.9% | -12.3% | +6.4% |
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 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