+63.7%
ABBV vs MSTU
-90.8%
+154.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.1% |
| 7D | +2.8% | -21.7% | +24.5% | +2.5% |
| 30D | +7.0% | -42.8% | +49.7% | +6.3% |
| 3M | +19.2% | +21.4% | -2.2% | +20.1% |
| 6M | +47.8% | -74.1% | +121.9% | +46.8% |
| YTD | +32.5% | -72.4% | +104.9% | +32.0% |
| 1Y | +38.4% | -90.1% | +128.5% | +35.8% |
| All | +63.7% | -90.8% | +154.4% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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