+40.4%
BMY vs MAS
+37.4%
+3.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.0% |
| 7D | +2.8% | +4.6% | -1.7% | +2.0% |
| 30D | +5.9% | +19.9% | -13.9% | +2.8% |
| 3M | -0.8% | +8.9% | -9.7% | -2.5% |
| 6M | +12.1% | +20.2% | -8.1% | +8.0% |
| YTD | +21.0% | +33.9% | -12.9% | +12.9% |
| 1Y | +40.4% | +34.7% | +5.8% | +30.6% |
| All | +40.4% | +37.4% | +3.0% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling