+104.0%
GSK vs MAS
+219.8%
-115.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | +3.6% | +4.6% | -1.0% | +2.6% |
| 30D | +8.2% | +19.9% | -11.7% | +4.1% |
| 3M | -1.2% | +8.9% | -10.0% | -3.1% |
| 6M | +1.9% | +20.2% | -18.3% | -2.5% |
| YTD | +5.5% | +33.9% | -28.4% | -1.7% |
| 1Y | +11.8% | +34.7% | -22.9% | +4.0% |
| 3Y | +64.5% | +60.4% | +4.1% | +45.1% |
| 5Y | +41.9% | +43.5% | -1.5% | +26.1% |
| All | +104.0% | +219.8% | -115.9% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling