+6,188.3%
BDX vs MAS
+1,664.8%
+4,523.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.7% |
| 7D | +7.7% | +4.6% | +3.1% | +6.7% |
| 30D | +18.4% | +19.9% | -1.4% | +14.4% |
| 3M | +25.9% | +8.9% | +17.0% | +23.7% |
| 6M | +50.0% | +20.2% | +29.9% | +44.4% |
| YTD | +42.7% | +33.9% | +8.8% | +34.1% |
| 1Y | +57.8% | +34.7% | +23.2% | +48.2% |
| 3Y | +11.6% | +60.4% | -48.8% | +0.6% |
| 5Y | +25.0% | +43.5% | -18.5% | +13.4% |
| 10Y | +86.3% | +226.7% | -140.4% | +43.0% |
| All | +6,188.3% | +1,664.8% | +4,523.6% | +3,173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling