+125.7%
MSI vs ABCL
-12.4%
+138.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +7.4% | +2.3% | +5.1% | +7.3% |
| 30D | +18.7% | -0.7% | +19.4% | +18.6% |
| 3M | +14.5% | +33.4% | -19.0% | +12.7% |
| 6M | +38.1% | +137.8% | -99.7% | +31.8% |
| YTD | +38.7% | +264.3% | -225.6% | +29.0% |
| 1Y | +35.4% | +209.2% | -173.8% | +26.9% |
| 3Y | +75.1% | +208.4% | -133.3% | +58.3% |
| All | +125.7% | -12.4% | +138.0% | +123.7% |
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