+603.7%
ABBV vs MS
+614.4%
-10.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +6.7% | -0.9% | +7.7% | +6.8% |
| 3M | +19.9% | -13.0% | +32.9% | +23.5% |
| 6M | +47.5% | -2.0% | +49.4% | +46.9% |
| YTD | +32.2% | +7.8% | +24.4% | +27.9% |
| 1Y | +37.8% | +17.9% | +20.0% | +30.2% |
| 3Y | +134.8% | +174.8% | -40.0% | +72.4% |
| 5Y | +203.0% | +119.9% | +83.1% | +131.5% |
| 10Y | +603.7% | +578.8% | +24.9% | +259.3% |
| All | +603.7% | +614.4% | -10.8% | +259.3% |
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