+497.0%
ABBV vs MSI
+593.5%
-96.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | -4.1% | -4.0% | -0.2% | -3.0% |
| 30D | +1.2% | -0.5% | +1.6% | +1.3% |
| 3M | +12.1% | +11.4% | +0.7% | +8.3% |
| 6M | +12.0% | +1.0% | +11.0% | +11.0% |
| YTD | +12.4% | +20.7% | -8.2% | +5.2% |
| 1Y | +22.9% | -2.7% | +25.6% | +23.0% |
| 3Y | +86.8% | +68.2% | +18.6% | +55.1% |
| 5Y | +181.0% | +100.0% | +81.1% | +116.5% |
| 10Y | +497.0% | +596.9% | -99.9% | +199.9% |
| All | +497.0% | +593.5% | -96.6% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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