+147.6%
GILD vs MAS
+30.3%
+117.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | -2.6% | -2.2% | -0.4% | -2.3% |
| 30D | +9.5% | -6.7% | +16.2% | +10.8% |
| 3M | +16.8% | -3.7% | +20.5% | +17.2% |
| 6M | +0.6% | +9.0% | -8.4% | -1.6% |
| YTD | +20.1% | +10.8% | +9.3% | +16.5% |
| 1Y | +29.1% | -3.8% | +32.9% | +28.6% |
| 3Y | +111.5% | +30.0% | +81.5% | +95.3% |
| 5Y | +147.6% | +28.2% | +119.4% | +125.5% |
| All | +147.6% | +30.3% | +117.3% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling