+1,669.4%
MAS vs IDXX
+74,208.3%
-72,538.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | +3.6% | +3.7% | -0.1% | +2.9% |
| 30D | +23.8% | +34.5% | -10.7% | +16.2% |
| 3M | +14.4% | +16.9% | -2.5% | +10.4% |
| 6M | +19.7% | +24.4% | -4.6% | +14.1% |
| YTD | +36.0% | +3.0% | +33.0% | +34.4% |
| 1Y | +40.4% | -1.8% | +42.2% | +40.0% |
| 3Y | +58.9% | +62.5% | -3.6% | +40.6% |
| 5Y | +44.5% | +11.9% | +32.6% | +36.0% |
| 10Y | +214.8% | +540.5% | -325.8% | +116.2% |
| All | +1,669.4% | +74,208.3% | -72,538.8% | +623.2% |
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