+37.0%
ABBV vs MTSI
+38.8%
-1.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.8% | +1.6% |
| 7D | -1.2% | -10.0% | +8.8% | -1.7% |
| 30D | +8.0% | -37.2% | +45.2% | +4.9% |
| 3M | +20.2% | -30.1% | +50.2% | +17.9% |
| 6M | +44.0% | -31.9% | +75.9% | +40.3% |
| YTD | +31.3% | +23.2% | +8.1% | +26.8% |
| 1Y | +37.0% | +26.4% | +10.6% | +32.9% |
| All | +37.0% | +38.8% | -1.8% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling