+232.9%
ABT vs MS
+614.4%
-381.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.3% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +11.6% | -0.9% | +12.6% | +11.8% |
| 3M | +3.1% | -13.0% | +16.1% | +6.9% |
| 6M | +32.8% | -2.0% | +34.8% | +32.1% |
| YTD | -9.6% | +7.8% | -17.4% | -13.0% |
| 1Y | -10.4% | +17.9% | -28.2% | -16.1% |
| 3Y | +25.8% | +174.8% | -149.0% | -13.1% |
| 5Y | -3.4% | +119.9% | -123.3% | -29.4% |
| 10Y | +232.9% | +578.8% | -346.0% | +58.7% |
| All | +232.9% | +614.4% | -381.6% | +58.7% |
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