+21.5%
ABT vs MS
+177.8%
-156.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -5.4% | -1.7% | -3.7% | -5.3% |
| 30D | +8.0% | +0.9% | +7.1% | +7.9% |
| 3M | +0.2% | -10.8% | +11.1% | +1.0% |
| 6M | +34.1% | +0.9% | +33.2% | +32.9% |
| YTD | -10.6% | +9.8% | -20.4% | -12.3% |
| 1Y | -11.8% | +17.1% | -28.9% | -14.1% |
| All | +21.5% | +177.8% | -156.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling