+228.6%
ABT vs MSI
+683.5%
-454.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.6% |
| 7D | -5.4% | +7.7% | -13.1% | -8.1% |
| 30D | +8.0% | +19.9% | -11.9% | +0.6% |
| 3M | +0.2% | +14.9% | -14.7% | -5.2% |
| 6M | +34.1% | +37.2% | -3.1% | +18.2% |
| YTD | -10.6% | +40.8% | -51.4% | -22.7% |
| 1Y | -11.8% | +38.1% | -49.9% | -23.2% |
| 3Y | +23.9% | +77.7% | -53.8% | -5.0% |
| 5Y | -5.1% | +129.0% | -134.1% | -36.0% |
| 10Y | +228.6% | +671.3% | -442.7% | +44.2% |
| All | +228.6% | +683.5% | -454.9% | +44.2% |
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