+590.1%
ABBV vs MS
+576.8%
+13.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +7.0% | -0.7% | +7.6% | +7.0% |
| 3M | +19.2% | -12.4% | +31.6% | +22.6% |
| 6M | +47.8% | -1.7% | +49.5% | +47.1% |
| YTD | +32.5% | +8.0% | +24.4% | +28.1% |
| 1Y | +38.4% | +16.2% | +22.2% | +31.3% |
| 3Y | +134.3% | +171.3% | -37.0% | +72.8% |
| 5Y | +200.6% | +124.8% | +75.9% | +128.3% |
| 10Y | +590.1% | +553.7% | +36.5% | +267.1% |
| All | +590.1% | +576.8% | +13.3% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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