+199.8%
ABBV vs MTSI
+183.3%
+16.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.8% | +1.1% |
| 7D | -1.2% | -10.0% | +8.8% | -1.2% |
| 30D | +8.0% | -37.2% | +45.2% | +7.8% |
| 3M | +20.2% | -30.1% | +50.2% | +20.0% |
| 6M | +44.0% | -31.9% | +75.9% | +43.4% |
| YTD | +31.3% | +23.2% | +8.1% | +28.4% |
| 1Y | +37.0% | +26.4% | +10.6% | +33.8% |
| 3Y | +128.0% | +186.2% | -58.2% | +114.0% |
| All | +199.8% | +183.3% | +16.5% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling