+8,589.6%
JNJ vs MAS
+1,664.8%
+6,924.8%
-36.5%
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% | -0.9% |
| 7D | -1.0% | +4.6% | -5.6% | -1.7% |
| 30D | +6.9% | +19.9% | -13.0% | +3.8% |
| 3M | +6.2% | +8.9% | -2.7% | +4.7% |
| 6M | +22.0% | +20.2% | +1.9% | +18.0% |
| YTD | +33.7% | +33.9% | -0.2% | +26.5% |
| 1Y | +49.7% | +34.7% | +15.0% | +41.5% |
| 3Y | +96.0% | +60.4% | +35.6% | +78.0% |
| 5Y | +91.6% | +43.5% | +48.1% | +74.6% |
| 10Y | +210.5% | +226.7% | -16.2% | +144.1% |
| All | +8,589.6% | +1,664.8% | +6,924.8% | +4,493.1% |
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 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