+6,642.4%
ABT vs MSI
+4,035.2%
+2,607.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.7% | -3.7% | 0.0% | -3.2% |
| 30D | +2.5% | +6.8% | -4.3% | +1.4% |
| 3M | +20.2% | +14.3% | +5.9% | +17.8% |
| 6M | -2.9% | -1.6% | -1.4% | -2.9% |
| YTD | -11.9% | +22.8% | -34.7% | -14.8% |
| 1Y | -16.5% | -1.1% | -15.4% | -16.7% |
| 3Y | +12.1% | +70.5% | -58.4% | +2.8% |
| 5Y | -7.4% | +102.8% | -110.2% | -17.4% |
| 10Y | +210.7% | +597.4% | -386.7% | +135.8% |
| All | +6,642.4% | +4,035.2% | +2,607.2% | +2,724.9% |
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