+201.2%
ABT vs MSI
+601.8%
-400.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.3% |
| 30D | -5.8% | -0.6% | -5.2% | -5.6% |
| 3M | +16.7% | +13.0% | +3.7% | +11.1% |
| 6M | -5.2% | +0.5% | -5.8% | -6.0% |
| YTD | -16.0% | +21.7% | -37.7% | -23.0% |
| 1Y | -18.3% | -2.6% | -15.6% | -18.3% |
| 3Y | +9.2% | +69.7% | -60.4% | -15.3% |
| 5Y | -11.6% | +102.8% | -114.3% | -37.5% |
| All | +201.2% | +601.8% | -400.6% | +34.5% |
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