+1,749.1%
BMY vs MAS
+1,430.5%
+318.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.2% |
| 7D | +0.4% | -0.8% | +1.1% | +0.5% |
| 30D | +5.0% | -5.6% | +10.6% | +6.1% |
| 3M | +19.4% | +4.4% | +14.9% | +17.9% |
| 6M | +9.5% | +7.2% | +2.3% | +7.4% |
| YTD | +28.1% | +16.1% | +12.0% | +23.4% |
| 1Y | +50.0% | +0.1% | +49.9% | +48.4% |
| 3Y | +24.1% | +28.3% | -4.2% | +15.9% |
| 5Y | +25.0% | +30.5% | -5.5% | +14.3% |
| 10Y | +68.7% | +139.1% | -70.5% | +34.3% |
| All | +1,749.1% | +1,430.5% | +318.7% | +804.2% |
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