-9.8%
ABT vs MS
+12.8%
-22.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +3.5% | -1.6% | +5.1% | +3.6% |
| 30D | +12.0% | -3.8% | +15.8% | +12.2% |
| 3M | +2.5% | -14.6% | +17.1% | +2.5% |
| 6M | +29.1% | -5.1% | +34.1% | +26.3% |
| YTD | -10.1% | +4.5% | -14.6% | -12.9% |
| 1Y | -9.8% | +13.5% | -23.4% | -12.4% |
| All | -9.8% | +12.8% | -22.6% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling