+232.9%
ABT vs MS
+616.2%
-383.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +3.5% | -1.6% | +5.1% | +4.0% |
| 30D | +12.0% | -3.8% | +15.8% | +13.1% |
| 3M | +2.5% | -14.6% | +17.1% | +6.7% |
| 6M | +29.1% | -5.1% | +34.1% | +29.6% |
| YTD | -10.1% | +4.5% | -14.6% | -12.7% |
| 1Y | -9.8% | +13.5% | -23.4% | -14.7% |
| 3Y | +23.3% | +160.4% | -137.2% | -13.3% |
| 5Y | -2.4% | +112.9% | -115.2% | -27.9% |
| All | +232.9% | +616.2% | -383.3% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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