+100.9%
MAS vs BBIO
+148.5%
-47.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.3% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -6.7% | -10.1% | +3.4% | -5.9% |
| 3M | -3.7% | +12.4% | -16.1% | -4.7% |
| 6M | +9.0% | +15.9% | -6.9% | +7.3% |
| YTD | +10.8% | -0.5% | +11.3% | +10.3% |
| 1Y | -3.8% | +42.2% | -46.0% | -7.3% |
| 3Y | +30.0% | +167.8% | -137.7% | +17.1% |
| 5Y | +28.2% | +49.6% | -21.4% | +5.8% |
| All | +100.9% | +148.5% | -47.6% | +56.8% |
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