-11.3%
ABT vs MKSI
+84.1%
-95.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -5.9% | +2.7% | -8.6% | -6.0% |
| 30D | -8.1% | -12.8% | +4.7% | -7.5% |
| 3M | +14.5% | -22.5% | +37.0% | +15.2% |
| 6M | -6.3% | +19.4% | -25.7% | -9.6% |
| YTD | -17.1% | +67.7% | -84.8% | -22.6% |
| 1Y | -21.4% | +131.4% | -152.8% | -29.2% |
| 3Y | +5.9% | +197.3% | -191.4% | -12.7% |
| All | -11.3% | +84.1% | -95.4% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling