+495.1%
ABBV vs MS
+810.5%
-315.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +4.2% | -0.3% | +4.4% | +4.2% |
| 3M | +14.8% | +0.3% | +14.5% | +14.3% |
| 6M | +10.3% | +31.3% | -21.1% | +2.4% |
| YTD | +14.9% | +24.7% | -9.8% | +7.5% |
| 1Y | +24.1% | +47.9% | -23.8% | +10.9% |
| 3Y | +91.9% | +178.3% | -86.4% | +40.5% |
| 5Y | +176.0% | +144.9% | +31.2% | +105.1% |
| All | +495.1% | +810.5% | -315.5% | +143.6% |
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