-16.5%
ABT vs MSI
-0.7%
-15.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.7% | -3.7% | 0.0% | -2.9% |
| 30D | +2.5% | +6.8% | -4.3% | +0.9% |
| 3M | +20.2% | +14.3% | +5.9% | +16.8% |
| 6M | -2.9% | -1.6% | -1.4% | -4.6% |
| YTD | -11.9% | +22.8% | -34.7% | -15.2% |
| 1Y | -16.5% | -1.1% | -15.4% | -13.9% |
| All | -16.5% | -0.7% | -15.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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