+548.6%
ABT vs MSCI
+3,095.4%
-2,546.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.7% |
| 7D | +3.5% | +2.8% | +0.7% | +2.9% |
| 30D | +12.0% | +15.4% | -3.4% | +8.3% |
| 3M | +2.5% | +13.4% | -11.0% | -0.6% |
| 6M | +29.1% | +10.9% | +18.2% | +25.6% |
| YTD | -10.1% | +13.0% | -23.1% | -13.4% |
| 1Y | -9.8% | +12.0% | -21.9% | -13.0% |
| 3Y | +23.3% | +34.1% | -10.8% | +11.9% |
| 5Y | -2.4% | +3.9% | -6.3% | -7.7% |
| 10Y | +239.4% | +802.0% | -562.6% | +107.3% |
| All | +548.6% | +3,095.4% | -2,546.7% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling