+197.1%
ABT vs MKSI
+524.1%
-327.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -5.9% | +2.7% | -8.6% | -6.2% |
| 30D | -8.1% | -12.8% | +4.7% | -6.6% |
| 3M | +14.5% | -22.5% | +37.0% | +16.5% |
| 6M | -6.3% | +19.4% | -25.7% | -11.5% |
| YTD | -17.1% | +67.7% | -84.8% | -26.3% |
| 1Y | -21.4% | +131.4% | -152.8% | -34.4% |
| 3Y | +5.9% | +197.3% | -191.4% | -21.2% |
| 5Y | -12.8% | +87.0% | -99.7% | -30.6% |
| All | +197.1% | +524.1% | -327.0% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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