-18.4%
ABT vs MSI
-2.5%
-15.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.7% | -4.0% | -0.8% | -3.9% |
| 30D | -3.1% | -0.5% | -2.7% | -3.1% |
| 3M | +16.1% | +11.4% | +4.7% | +13.5% |
| 6M | -5.3% | +1.0% | -6.3% | -6.8% |
| YTD | -14.4% | +20.7% | -35.1% | -17.3% |
| 1Y | -18.4% | -2.7% | -15.7% | -15.5% |
| All | -18.4% | -2.5% | -15.9% | -15.5% |
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 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