+234.1%
ABT vs MSI
+664.3%
-430.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | +3.2% | -4.5% | -2.5% |
| 30D | +6.0% | +17.6% | -11.6% | -0.5% |
| 3M | -1.9% | +14.5% | -16.4% | -7.0% |
| 6M | +31.2% | +34.3% | -3.1% | +16.6% |
| YTD | -11.2% | +39.7% | -51.0% | -23.0% |
| 1Y | -14.0% | +40.2% | -54.1% | -25.5% |
| 3Y | +20.7% | +77.1% | -56.5% | -7.4% |
| 5Y | -6.7% | +124.0% | -130.7% | -36.5% |
| All | +234.1% | +664.3% | -430.2% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling