+37.4%
GILD vs MAS
+1.6%
+35.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +14.6% | -5.6% | +20.2% | +15.3% |
| 3M | +17.7% | +4.4% | +13.2% | +17.1% |
| 6M | +3.1% | +7.2% | -4.1% | +1.7% |
| YTD | +24.5% | +16.1% | +8.4% | +19.7% |
| 1Y | +37.4% | +0.1% | +37.3% | +40.2% |
| All | +37.4% | +1.6% | +35.8% | +40.2% |
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 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