+113.4%
ABBV vs MSFU
+76.3%
+37.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -1.4% |
| 7D | +0.4% | -5.7% | +6.1% | +0.4% |
| 30D | +4.2% | +4.2% | 0.0% | +4.2% |
| 3M | +14.8% | +27.9% | -13.1% | +14.9% |
| 6M | +10.3% | +37.1% | -26.9% | +9.9% |
| YTD | +14.9% | -7.4% | +22.3% | +15.7% |
| 1Y | +24.1% | -19.6% | +43.7% | +25.5% |
| 3Y | +91.9% | +33.2% | +58.7% | +87.6% |
| All | +113.4% | +76.3% | +37.1% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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