+1,411.2%
MAS vs IDXX
+57,007.2%
-55,596.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | -0.8% | -3.5% | +2.8% | 0.0% |
| 30D | -5.6% | -8.4% | +2.9% | -3.9% |
| 3M | +4.4% | -5.2% | +9.6% | +5.5% |
| 6M | +7.2% | -17.5% | +24.7% | +11.4% |
| YTD | +16.1% | -20.9% | +37.0% | +21.5% |
| 1Y | +0.1% | -16.4% | +16.5% | +3.3% |
| 3Y | +28.3% | +4.7% | +23.6% | +24.4% |
| 5Y | +30.5% | -22.2% | +52.7% | +32.2% |
| 10Y | +139.1% | +369.3% | -230.1% | +75.2% |
| All | +1,411.2% | +57,007.2% | -55,596.0% | +553.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling