+1,724.7%
GSK vs MAS
+1,664.8%
+59.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.8% |
| 7D | +3.6% | +4.6% | -1.0% | +2.7% |
| 30D | +8.2% | +19.9% | -11.7% | +4.5% |
| 3M | -1.2% | +8.9% | -10.0% | -2.9% |
| 6M | +1.9% | +20.2% | -18.3% | -2.0% |
| YTD | +5.5% | +33.9% | -28.4% | -0.9% |
| 1Y | +11.8% | +34.7% | -22.9% | +4.9% |
| 3Y | +64.5% | +60.4% | +4.1% | +47.6% |
| 5Y | +41.9% | +43.5% | -1.5% | +27.7% |
| 10Y | +105.1% | +226.7% | -121.6% | +54.6% |
| All | +1,724.7% | +1,664.8% | +59.9% | +831.4% |
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