+33.9%
MAS vs IDXX
-23.7%
+57.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.4% |
| 7D | +1.0% | -4.6% | +5.5% | +2.7% |
| 30D | -8.1% | -11.3% | +3.2% | -4.1% |
| 3M | +3.3% | -7.3% | +10.6% | +6.0% |
| 6M | +12.4% | -14.5% | +26.9% | +18.6% |
| YTD | +13.3% | -23.1% | +36.4% | +23.8% |
| 1Y | -4.7% | -20.3% | +15.6% | +2.2% |
| 3Y | +33.0% | +11.7% | +21.3% | +19.3% |
| 5Y | +33.9% | -24.4% | +58.2% | +22.0% |
| All | +33.9% | -23.7% | +57.6% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling