+114.0%
MS vs ABCL
-30.0%
+144.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.4% | -4.7% |
| 7D | -3.4% | -14.9% | +11.5% | -1.4% |
| 30D | -3.9% | -15.4% | +11.5% | -2.0% |
| 3M | -15.9% | +88.0% | -103.9% | -24.4% |
| 6M | -2.5% | +138.8% | -141.3% | -16.6% |
| YTD | +5.1% | +225.4% | -220.3% | -15.1% |
| 1Y | +13.0% | +137.3% | -124.4% | -4.8% |
| 3Y | +160.7% | +136.8% | +23.9% | +105.8% |
| 5Y | +114.0% | -26.2% | +140.3% | +84.8% |
| All | +114.0% | -30.0% | +144.1% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling