+203.0%
ABBV vs MSI
+123.5%
+79.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.1% |
| 7D | +1.5% | +8.3% | -6.8% | -0.2% |
| 30D | +6.7% | +18.9% | -12.1% | +2.8% |
| 3M | +19.9% | +13.2% | +6.7% | +16.7% |
| 6M | +47.5% | +38.3% | +9.2% | +37.1% |
| YTD | +32.2% | +38.9% | -6.7% | +22.4% |
| 1Y | +37.8% | +36.7% | +1.1% | +28.0% |
| 3Y | +134.8% | +76.6% | +58.2% | +105.7% |
| 5Y | +203.0% | +124.5% | +78.5% | +152.4% |
| All | +203.0% | +123.5% | +79.5% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling