+6,616.3%
ABT vs MSI
+4,598.2%
+2,018.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -5.6% | +2.6% | -8.2% | -6.0% |
| 30D | +5.2% | +18.1% | -13.0% | +2.6% |
| 3M | -2.7% | +13.2% | -15.9% | -4.5% |
| 6M | +28.8% | +36.3% | -7.4% | +22.9% |
| YTD | -12.3% | +39.5% | -51.8% | -16.8% |
| 1Y | -14.7% | +36.9% | -51.6% | -18.8% |
| 3Y | +21.6% | +76.1% | -54.5% | +11.0% |
| 5Y | -7.8% | +123.7% | -131.5% | -18.9% |
| 10Y | +222.5% | +664.3% | -441.9% | +141.1% |
| All | +6,616.3% | +4,598.2% | +2,018.1% | +2,660.1% |
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