+25.9%
MAS vs BRKR
-11.6%
+37.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -5.3% | -9.8% | +4.6% | -3.2% |
| 30D | -10.8% | -6.1% | -4.7% | -9.7% |
| 3M | -4.1% | -2.4% | -1.7% | -5.3% |
| 6M | +7.5% | +46.7% | -39.1% | -4.9% |
| YTD | +8.0% | +14.0% | -5.9% | +1.1% |
| 1Y | -5.8% | +76.5% | -82.4% | -22.2% |
| All | +25.9% | -11.6% | +37.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling