-9.9%
ABT vs MSI
+100.4%
-110.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -3.1% | -5.8% | +2.6% | -1.2% |
| 30D | -2.1% | -1.0% | -1.1% | -1.8% |
| 3M | +17.4% | +14.2% | +3.3% | +12.0% |
| 6M | -2.4% | +1.0% | -3.4% | -3.3% |
| YTD | -14.2% | +21.5% | -35.7% | -20.6% |
| 1Y | -18.3% | -2.1% | -16.2% | -18.2% |
| 3Y | +11.5% | +69.3% | -57.8% | -13.6% |
| 5Y | -9.9% | +99.3% | -109.2% | -37.5% |
| All | -9.9% | +100.4% | -110.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling