+1,705.8%
GSK vs MAS
+1,430.5%
+275.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.3% |
| 7D | -1.8% | -0.8% | -1.1% | -1.7% |
| 30D | -2.2% | -5.6% | +3.4% | -1.2% |
| 3M | -1.8% | +4.4% | -6.3% | -2.9% |
| 6M | -10.6% | +7.2% | -17.8% | -12.2% |
| YTD | +4.4% | +16.1% | -11.7% | +0.9% |
| 1Y | +30.4% | +0.1% | +30.3% | +29.2% |
| 3Y | +60.1% | +28.3% | +31.8% | +49.6% |
| 5Y | +46.8% | +30.5% | +16.3% | +34.5% |
| 10Y | +79.2% | +139.1% | -59.9% | +43.0% |
| All | +1,705.8% | +1,430.5% | +275.4% | +847.5% |
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