+576.7%
VEEV vs MAS
+137.9%
+438.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -4.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +28.8% | -5.6% | +34.4% | +31.5% |
| 3M | +54.0% | +4.4% | +49.6% | +49.6% |
| 6M | +46.0% | +7.2% | +38.8% | +38.2% |
| YTD | +23.2% | +16.1% | +7.1% | +12.0% |
| 1Y | +1.9% | +0.1% | +1.8% | -1.5% |
| 3Y | +27.0% | +28.3% | -1.3% | +6.0% |
| 5Y | -13.4% | +30.5% | -43.9% | -29.7% |
| All | +576.7% | +137.9% | +438.8% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling