+857.2%
ABT vs MKSI
+2,175.0%
-1,317.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -5.0% | +4.9% | -9.9% | -5.4% |
| 30D | -5.8% | -11.0% | +5.2% | -4.9% |
| 3M | +16.7% | -17.1% | +33.8% | +17.5% |
| 6M | -5.2% | +16.4% | -21.7% | -8.4% |
| YTD | -16.0% | +64.3% | -80.3% | -21.9% |
| 1Y | -18.3% | +137.7% | -156.0% | -27.4% |
| 3Y | +9.2% | +189.1% | -179.9% | -8.3% |
| 5Y | -11.6% | +83.1% | -94.7% | -23.3% |
| 10Y | +204.2% | +509.4% | -305.1% | +129.0% |
| All | +857.2% | +2,175.0% | -1,317.8% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling