+118.9%
MSI vs ABCL
-21.8%
+140.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -0.7% |
| 7D | +4.7% | -3.2% | +7.9% | +4.7% |
| 30D | +14.8% | -7.4% | +22.2% | +14.9% |
| 3M | +8.8% | +81.9% | -73.1% | +5.5% |
| 6M | +19.3% | +135.7% | -116.4% | +13.8% |
| YTD | +35.3% | +247.4% | -212.0% | +26.0% |
| 1Y | +33.8% | +162.3% | -128.5% | +26.3% |
| 3Y | +74.4% | +165.5% | -91.0% | +59.9% |
| All | +118.9% | -21.8% | +140.7% | +117.5% |
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 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