+123.9%
MSI vs ABCL
-25.4%
+149.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | +2.6% | +4.4% | -1.8% | +2.4% |
| 30D | +18.1% | -7.9% | +26.0% | +18.3% |
| 3M | +13.2% | +12.2% | +1.0% | +12.2% |
| 6M | +36.3% | +134.7% | -98.5% | +30.1% |
| YTD | +39.5% | +239.8% | -200.3% | +30.0% |
| 1Y | +36.9% | +192.7% | -155.8% | +28.5% |
| 3Y | +76.1% | +187.6% | -111.5% | +59.5% |
| All | +123.9% | -25.4% | +149.3% | +124.7% |
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