-3.4%
ABT vs MSI
+123.5%
-127.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.4% |
| 7D | +0.3% | +8.3% | -8.0% | -2.4% |
| 30D | +11.6% | +18.9% | -7.2% | +5.2% |
| 3M | +3.1% | +13.2% | -10.1% | -1.2% |
| 6M | +32.8% | +38.3% | -5.5% | +18.6% |
| YTD | -9.6% | +38.9% | -48.5% | -20.1% |
| 1Y | -10.4% | +36.7% | -47.1% | -20.3% |
| 3Y | +25.8% | +76.6% | -50.7% | -2.5% |
| 5Y | -3.4% | +124.5% | -127.9% | -35.0% |
| All | -3.4% | +123.5% | -127.0% | -35.0% |
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 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