+37.7%
ABBV vs MSTU
-86.5%
+124.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.6% | +5.6% | -3.1% |
| 7D | -4.3% | +16.1% | -20.5% | -4.0% |
| 30D | +1.1% | +68.7% | -67.5% | +2.0% |
| 3M | +12.3% | -11.0% | +23.3% | +12.8% |
| 6M | +9.8% | -33.4% | +43.2% | +10.1% |
| YTD | +11.5% | -59.5% | +71.0% | +11.3% |
| 1Y | +22.3% | -93.4% | +115.6% | +19.1% |
| All | +37.7% | -86.5% | +124.2% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling