+146.5%
MAS vs BBIO
+157.0%
-10.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.4% |
| 7D | +3.6% | +6.3% | -2.7% | +3.1% |
| 30D | +23.8% | +20.4% | +3.4% | +21.9% |
| 3M | +14.4% | -7.1% | +21.5% | +15.1% |
| 6M | +19.7% | +16.7% | +3.0% | +18.0% |
| YTD | +36.0% | +2.9% | +33.1% | +34.9% |
| 1Y | +40.4% | +25.3% | +15.1% | +36.9% |
| 3Y | +58.9% | +190.3% | -131.4% | +42.4% |
| 5Y | +44.5% | +59.5% | -15.0% | +18.8% |
| All | +146.5% | +157.0% | -10.5% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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