+212.1%
ABT vs MS
+810.5%
-598.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | +2.5% | -0.3% | +2.7% | +2.5% |
| 3M | +20.2% | +0.3% | +19.9% | +19.4% |
| 6M | -2.9% | +31.3% | -34.3% | -11.1% |
| YTD | -11.9% | +24.7% | -36.6% | -18.4% |
| 1Y | -16.5% | +47.9% | -64.5% | -26.8% |
| 3Y | +12.1% | +178.3% | -166.2% | -22.2% |
| 5Y | -7.4% | +144.9% | -152.3% | -34.2% |
| All | +212.1% | +810.5% | -598.4% | +27.2% |
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