+44.7%
MS vs AUR
+13.8%
+30.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.7% | +11.1% | -9.4% | -0.2% |
| 30D | 0.0% | -6.9% | +6.9% | +0.9% |
| 3M | +3.0% | +5.5% | -2.5% | +1.1% |
| 6M | +35.7% | +41.0% | -5.3% | +24.3% |
| YTD | +23.3% | +69.3% | -46.0% | +8.5% |
| 1Y | +44.7% | +14.0% | +30.6% | +35.2% |
| All | +44.7% | +13.8% | +30.8% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling