+210.8%
JNJ vs MAS
+213.7%
-2.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +1.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.7% |
| 30D | +6.9% | +19.4% | -12.5% | +3.2% |
| 3M | +8.0% | +9.4% | -1.4% | +6.0% |
| 6M | +24.3% | +15.3% | +9.0% | +20.1% |
| YTD | +35.6% | +31.3% | +4.3% | +26.9% |
| 1Y | +51.1% | +34.9% | +16.2% | +40.5% |
| 3Y | +98.3% | +58.6% | +39.7% | +74.1% |
| 5Y | +94.3% | +40.7% | +53.6% | +72.5% |
| All | +210.8% | +213.7% | -2.9% | +121.9% |
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