+38,818.4%
GILD vs MAS
+1,554.2%
+37,264.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.7% | +3.0% | -2.3% | 0.0% |
| 30D | +9.5% | +22.4% | -12.9% | +4.3% |
| 3M | +22.4% | +14.5% | +7.9% | +18.3% |
| 6M | +27.9% | +27.1% | +0.7% | +20.0% |
| YTD | +39.4% | +35.8% | +3.6% | +27.7% |
| 1Y | +37.6% | +39.4% | -1.8% | +25.1% |
| 3Y | +146.6% | +60.3% | +86.3% | +113.1% |
| 5Y | +197.6% | +39.4% | +158.2% | +161.0% |
| 10Y | +213.3% | +216.1% | -2.8% | +116.1% |
| All | +38,818.4% | +1,554.2% | +37,264.2% | +12,811.5% |
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 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