+34,667.7%
GILD vs MAS
+1,314.7%
+33,353.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | +3.7% | -0.8% | +4.4% | +3.8% |
| 30D | +14.6% | -5.6% | +20.2% | +16.1% |
| 3M | +17.7% | +4.4% | +13.2% | +15.9% |
| 6M | +3.1% | +7.2% | -4.1% | +0.5% |
| YTD | +24.5% | +16.1% | +8.4% | +18.5% |
| 1Y | +37.4% | +0.1% | +37.3% | +35.3% |
| 3Y | +117.4% | +28.3% | +89.1% | +98.2% |
| 5Y | +151.9% | +30.5% | +121.4% | +124.0% |
| 10Y | +179.8% | +139.1% | +40.7% | +106.2% |
| All | +34,667.7% | +1,314.7% | +33,353.0% | +11,885.7% |
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