+40.2%
MSI vs ABCL
+198.4%
-158.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.1% |
| 7D | +3.2% | -3.3% | +6.5% | +3.2% |
| 30D | +17.6% | -7.1% | +24.7% | +17.5% |
| 3M | +14.5% | +4.7% | +9.8% | +14.5% |
| 6M | +34.3% | +140.9% | -106.6% | +36.6% |
| YTD | +39.7% | +236.0% | -196.2% | +43.2% |
| 1Y | +40.2% | +217.4% | -177.2% | +43.3% |
| All | +40.2% | +198.4% | -158.3% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling