+68.5%
BMY vs MAS
+213.7%
-145.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.1% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | +4.1% | +19.4% | -15.3% | +0.2% |
| 3M | -2.1% | +9.4% | -11.6% | -4.1% |
| 6M | +12.2% | +15.3% | -3.1% | +8.1% |
| YTD | +20.3% | +31.3% | -11.0% | +12.0% |
| 1Y | +39.2% | +34.9% | +4.3% | +28.7% |
| 3Y | +35.6% | +58.6% | -23.0% | +19.5% |
| 5Y | +28.6% | +40.7% | -12.1% | +14.6% |
| All | +68.5% | +213.7% | -145.2% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling