+214.8%
MAS vs IDXX
+532.6%
-317.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | +3.6% | +3.7% | -0.1% | +2.2% |
| 30D | +23.8% | +34.5% | -10.7% | +9.8% |
| 3M | +14.4% | +16.9% | -2.5% | +7.0% |
| 6M | +19.7% | +24.4% | -4.6% | +9.0% |
| YTD | +36.0% | +3.0% | +33.0% | +32.7% |
| 1Y | +40.4% | -1.8% | +42.2% | +39.4% |
| 3Y | +58.9% | +62.5% | -3.6% | +22.4% |
| 5Y | +44.5% | +11.9% | +32.6% | +25.3% |
| 10Y | +214.8% | +540.5% | -325.8% | +35.0% |
| All | +214.8% | +532.6% | -317.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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