+6,817.3%
ABT vs MSI
+4,571.4%
+2,245.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | +7.4% | -6.4% | -0.1% |
| 30D | +11.6% | +18.7% | -7.1% | +8.7% |
| 3M | +2.3% | +14.5% | -12.1% | +0.2% |
| 6M | +32.7% | +38.1% | -5.4% | +26.4% |
| YTD | -9.6% | +38.7% | -48.4% | -14.2% |
| 1Y | -10.1% | +35.4% | -45.5% | -14.3% |
| 3Y | +25.2% | +75.1% | -49.9% | +14.4% |
| 5Y | -4.5% | +126.4% | -130.9% | -16.2% |
| 10Y | +228.3% | +671.4% | -443.1% | +145.2% |
| All | +6,817.3% | +4,571.4% | +2,245.9% | +2,745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling