+194.2%
MS vs AUR
-35.0%
+229.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.7% | +11.1% | -9.4% | +0.5% |
| 30D | 0.0% | -6.9% | +6.9% | +0.6% |
| 3M | +3.0% | +5.5% | -2.5% | +2.0% |
| 6M | +35.7% | +41.0% | -5.3% | +29.7% |
| YTD | +23.3% | +69.3% | -46.0% | +15.4% |
| 1Y | +44.7% | +14.0% | +30.6% | +40.3% |
| 3Y | +178.0% | +90.1% | +87.9% | +140.9% |
| 5Y | +143.2% | -34.4% | +177.6% | +100.1% |
| All | +194.2% | -35.0% | +229.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling