+35.4%
MSI vs ABCL
+198.8%
-163.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +7.4% | +2.3% | +5.1% | +7.4% |
| 30D | +18.7% | -0.7% | +19.4% | +18.7% |
| 3M | +14.5% | +33.4% | -19.0% | +14.6% |
| 6M | +38.1% | +137.8% | -99.7% | +39.2% |
| YTD | +38.7% | +264.3% | -225.6% | +40.2% |
| 1Y | +35.4% | +209.2% | -173.8% | +37.5% |
| All | +35.4% | +198.8% | -163.4% | +37.5% |
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 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