+232.9%
ABT vs MSCI
+799.4%
-566.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +0.3% | +1.5% | -1.1% | -0.1% |
| 30D | +11.6% | +14.4% | -2.8% | +6.6% |
| 3M | +3.1% | +15.2% | -12.1% | -1.8% |
| 6M | +32.8% | +11.2% | +21.6% | +27.4% |
| YTD | -9.6% | +13.9% | -23.5% | -14.7% |
| 1Y | -10.4% | +12.5% | -22.9% | -15.1% |
| 3Y | +25.8% | +32.3% | -6.5% | +8.7% |
| 5Y | -3.4% | +4.9% | -8.3% | -11.7% |
| 10Y | +232.9% | +779.7% | -546.8% | +24.3% |
| All | +232.9% | +799.4% | -566.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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