+74.4%
MSI vs ABCL
+156.0%
-81.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -0.5% |
| 7D | +4.7% | -3.2% | +7.9% | +4.7% |
| 30D | +14.8% | -7.4% | +22.2% | +14.7% |
| 3M | +8.8% | +81.9% | -73.1% | +8.8% |
| 6M | +19.3% | +135.7% | -116.4% | +19.5% |
| YTD | +35.3% | +247.4% | -212.0% | +35.5% |
| 1Y | +33.8% | +162.3% | -128.5% | +34.0% |
| 3Y | +74.4% | +165.5% | -91.0% | +72.9% |
| All | +74.4% | +156.0% | -81.6% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling