+590.1%
ABBV vs MTSI
+454.4%
+135.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +2.8% | -3.8% | +6.6% | +2.9% |
| 30D | +7.0% | -31.4% | +38.3% | +9.3% |
| 3M | +19.2% | -23.8% | +43.0% | +20.5% |
| 6M | +47.8% | -37.1% | +84.8% | +50.6% |
| YTD | +32.5% | +32.2% | +0.2% | +25.8% |
| 1Y | +38.4% | +26.9% | +11.5% | +31.8% |
| 3Y | +134.3% | +193.7% | -59.4% | +101.7% |
| 5Y | +200.6% | +218.0% | -17.4% | +152.3% |
| 10Y | +590.1% | +477.8% | +112.4% | +370.9% |
| All | +590.1% | +454.4% | +135.7% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling