+640.3%
VEEV vs MAS
+403.1%
+237.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.6% |
| 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% | +6.4% |
| 5Y | -13.4% | +30.5% | -43.9% | -29.2% |
| 10Y | +575.2% | +139.1% | +436.1% | +298.6% |
| All | +640.3% | +403.1% | +237.2% | +220.7% |
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