+201.7%
JNJ vs MAS
+137.9%
+63.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | +2.7% | -0.8% | +3.4% | +2.8% |
| 30D | +7.4% | -5.6% | +12.9% | +8.5% |
| 3M | +21.2% | +4.4% | +16.8% | +19.6% |
| 6M | +13.4% | +7.2% | +6.2% | +11.0% |
| YTD | +35.1% | +16.1% | +19.0% | +29.7% |
| 1Y | +57.4% | +0.1% | +57.3% | +55.5% |
| 3Y | +86.8% | +28.3% | +58.5% | +71.6% |
| 5Y | +80.8% | +30.5% | +50.3% | +62.1% |
| All | +201.7% | +137.9% | +63.7% | +123.1% |
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