-3.8%
MAS vs IDXX
-21.1%
+17.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -2.2% | -4.4% | +2.2% | -0.6% |
| 30D | -6.7% | -13.5% | +6.8% | -1.8% |
| 3M | -3.7% | -11.0% | +7.3% | +0.1% |
| 6M | +9.0% | -15.6% | +24.6% | +14.3% |
| YTD | +10.8% | -23.9% | +34.7% | +18.6% |
| 1Y | -3.8% | -21.4% | +17.6% | +3.8% |
| All | -3.8% | -21.1% | +17.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling