+41.5%
MAS vs IDXX
+6.0%
+35.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +2.4% | +22.6% | -20.3% | -5.5% |
| 30D | +19.8% | +33.4% | -13.6% | +7.2% |
| 3M | +9.8% | +14.6% | -4.7% | +3.8% |
| 6M | +15.8% | +16.7% | -0.9% | +8.4% |
| YTD | +31.8% | -0.1% | +31.9% | +30.2% |
| 1Y | +35.4% | -5.3% | +40.7% | +36.1% |
| 3Y | +59.2% | +59.8% | -0.6% | +23.1% |
| All | +41.5% | +6.0% | +35.5% | +18.8% |
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 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