+25.1%
GILD vs MAS
-5.0%
+30.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -4.8% | -5.7% | +0.9% | -4.2% |
| 30D | +5.8% | -7.8% | +13.6% | +6.7% |
| 3M | +14.9% | -6.7% | +21.6% | +15.7% |
| 6M | -0.4% | +10.7% | -11.0% | -1.3% |
| YTD | +18.5% | +9.4% | +9.1% | +15.1% |
| 1Y | +25.1% | -7.2% | +32.3% | +29.0% |
| All | +25.1% | -5.0% | +30.1% | +29.0% |
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 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