+85.2%
ABBV vs MSI
+69.3%
+15.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.3% | -5.8% | +1.4% | -3.1% |
| 30D | +1.1% | -1.0% | +2.1% | +1.3% |
| 3M | +12.3% | +14.2% | -1.8% | +9.0% |
| 6M | +9.8% | +1.0% | +8.7% | +9.4% |
| YTD | +11.5% | +21.5% | -10.0% | +6.0% |
| 1Y | +22.3% | -2.1% | +24.4% | +22.8% |
| 3Y | +85.2% | +69.3% | +15.8% | +63.7% |
| All | +85.2% | +69.3% | +15.9% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling