+243.7%
MS vs ABCL
-80.5%
+324.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -1.3% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | -3.8% | -7.4% | +3.6% | -3.2% |
| 3M | -14.6% | +81.9% | -96.5% | -21.0% |
| 6M | -5.1% | +135.7% | -140.8% | -15.7% |
| YTD | +4.5% | +247.4% | -242.8% | -11.8% |
| 1Y | +13.5% | +162.3% | -148.7% | -1.5% |
| 3Y | +160.4% | +165.5% | -5.1% | +115.1% |
| 5Y | +112.9% | -21.3% | +134.1% | +85.1% |
| All | +243.7% | -80.5% | +324.3% | +192.2% |
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