+38,788.3%
GILD vs MAS
+1,550.2%
+37,238.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.2% | +1.2% | -0.9% | -0.1% |
| 30D | +13.5% | +21.6% | -8.1% | +8.3% |
| 3M | +24.3% | +14.1% | +10.2% | +20.3% |
| 6M | +26.0% | +22.6% | +3.4% | +19.2% |
| YTD | +39.3% | +35.4% | +3.9% | +27.6% |
| 1Y | +39.5% | +37.5% | +2.0% | +27.3% |
| 3Y | +143.2% | +58.3% | +84.8% | +110.8% |
| 5Y | +197.4% | +39.1% | +158.3% | +160.9% |
| 10Y | +213.0% | +215.4% | -2.3% | +116.1% |
| All | +38,788.3% | +1,550.2% | +37,238.0% | +12,808.8% |
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 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