+208.3%
JNJ vs MAS
+219.2%
-10.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +5.5% | +3.6% | +1.9% | +4.8% |
| 30D | +7.4% | +23.8% | -16.4% | +3.0% |
| 3M | +7.8% | +14.4% | -6.7% | +4.9% |
| 6M | +28.2% | +19.7% | +8.5% | +23.0% |
| YTD | +37.9% | +36.0% | +1.9% | +28.1% |
| 1Y | +52.4% | +40.4% | +12.0% | +40.6% |
| 3Y | +107.7% | +58.9% | +48.7% | +82.5% |
| 5Y | +96.5% | +44.5% | +52.0% | +73.7% |
| 10Y | +208.3% | +214.8% | -6.5% | +120.9% |
| All | +208.3% | +219.2% | -10.9% | +120.9% |
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