+230.2%
ABT vs MS
+544.7%
-314.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -5.6% | +3.7% | -9.3% | -6.5% |
| 30D | +5.2% | +2.0% | +3.2% | +4.4% |
| 3M | -2.7% | -12.6% | +9.8% | +0.7% |
| 6M | +28.8% | -0.3% | +29.1% | +27.5% |
| YTD | -12.3% | +9.0% | -21.2% | -15.8% |
| 1Y | -14.7% | +13.9% | -28.5% | -19.3% |
| 3Y | +21.6% | +173.6% | -152.1% | -16.0% |
| 5Y | -7.8% | +122.0% | -129.7% | -32.8% |
| All | +230.2% | +544.7% | -314.5% | +58.5% |
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