+261.2%
MS vs ABCL
-81.2%
+342.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +5.1% | -3.3% | +8.4% | +5.4% |
| 30D | +5.7% | -7.1% | +12.8% | +6.2% |
| 3M | -12.2% | +4.7% | -16.9% | -13.2% |
| 6M | -0.5% | +140.9% | -141.4% | -11.8% |
| YTD | +9.8% | +236.0% | -226.1% | -7.0% |
| 1Y | +17.7% | +217.4% | -199.7% | +0.2% |
| 3Y | +176.8% | +188.7% | -11.9% | +127.1% |
| 5Y | +123.7% | -23.5% | +147.2% | +95.2% |
| All | +261.2% | -81.2% | +342.3% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling