+28.0%
MAS vs BRKR
-38.9%
+66.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.8% | +4.6% | -0.4% |
| 7D | -2.2% | -7.8% | +5.6% | -0.1% |
| 30D | -6.7% | -3.4% | -3.4% | -6.1% |
| 3M | -3.7% | -4.8% | +1.1% | -4.4% |
| 6M | +9.0% | +46.7% | -37.7% | -6.2% |
| YTD | +10.8% | +15.8% | -5.0% | +1.7% |
| 1Y | -3.8% | +75.4% | -79.2% | -23.6% |
| 3Y | +30.0% | -10.3% | +40.3% | +20.9% |
| All | +28.0% | -38.9% | +66.8% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling