+21.9%
ABBV vs MSI
-1.9%
+23.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.3% | -5.8% | +1.4% | -3.2% |
| 30D | +1.1% | -1.0% | +2.1% | +1.3% |
| 3M | +12.3% | +14.2% | -1.8% | +9.2% |
| 6M | +9.8% | +1.0% | +8.7% | +10.1% |
| YTD | +11.5% | +21.5% | -10.0% | +5.4% |
| All | +21.9% | -1.9% | +23.8% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling