+602.8%
ABBV vs MSI
+663.2%
-60.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.4% |
| 30D | +8.0% | +18.1% | -10.1% | +2.7% |
| 3M | +19.1% | +13.2% | +5.9% | +14.6% |
| 6M | +43.5% | +36.3% | +7.3% | +30.2% |
| YTD | +32.7% | +39.5% | -6.8% | +18.9% |
| 1Y | +30.0% | +36.9% | -6.9% | +17.1% |
| 3Y | +134.7% | +76.1% | +58.7% | +93.0% |
| 5Y | +200.6% | +123.7% | +76.9% | +124.7% |
| All | +602.8% | +663.2% | -60.4% | +245.5% |
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