+45.4%
GILD vs MAS
+40.8%
+4.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.5% | +3.3% |
| 7D | +9.6% | +14.2% | -4.6% | +7.5% |
| 30D | +20.6% | +26.8% | -6.2% | +16.9% |
| 3M | +29.7% | +13.1% | +16.6% | +27.2% |
| 6M | +33.1% | +27.9% | +5.2% | +29.1% |
| YTD | +44.7% | +38.7% | +6.1% | +34.8% |
| 1Y | +45.4% | +40.4% | +5.0% | +34.8% |
| All | +45.4% | +40.8% | +4.6% | +34.8% |
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