+310.0%
MS vs ABCL
-81.3%
+391.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -0.3% | +93.1% | -93.3% | -8.0% |
| 3M | +0.3% | +79.4% | -79.1% | -7.4% |
| 6M | +31.3% | +214.9% | -183.5% | +13.3% |
| YTD | +24.7% | +234.2% | -209.6% | +6.1% |
| 1Y | +47.9% | +174.8% | -126.8% | +27.6% |
| 3Y | +178.3% | +104.5% | +73.9% | +135.6% |
| 5Y | +144.9% | -39.0% | +183.9% | +114.9% |
| All | +310.0% | -81.3% | +391.2% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling