+734.5%
VEEV vs MAS
+480.1%
+254.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +1.2% |
| 7D | -0.1% | +4.6% | -4.6% | -1.9% |
| 30D | +9.4% | +19.9% | -10.5% | +1.5% |
| 3M | +45.2% | +8.9% | +36.3% | +39.5% |
| 6M | +81.1% | +20.2% | +61.0% | +65.3% |
| YTD | +38.9% | +33.9% | +5.0% | +18.8% |
| 1Y | +5.0% | +34.7% | -29.6% | -10.7% |
| 3Y | +59.4% | +60.4% | -1.0% | +21.4% |
| 5Y | -2.7% | +43.5% | -46.2% | -23.5% |
| 10Y | +726.1% | +226.7% | +499.4% | +330.0% |
| All | +734.5% | +480.1% | +254.4% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling