+12.3%
MAS vs AXTX
-93.4%
+105.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.8% | -13.4% | -1.4% |
| 7D | +2.4% | -56.3% | +58.7% | +1.3% |
| 30D | +19.8% | -81.8% | +101.7% | +17.7% |
| 3M | +9.8% | -85.0% | +94.8% | +8.5% |
| 6M | +15.8% | -96.3% | +112.1% | +11.1% |
| All | +12.3% | -93.4% | +105.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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