+184.7%
MS vs AUR
+77.1%
+107.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +1.4% | +8.7% | -7.4% | +0.3% |
| 30D | -0.3% | -5.2% | +5.0% | +0.2% |
| 3M | +0.3% | -7.3% | +7.6% | +0.7% |
| 6M | +31.3% | +41.2% | -9.9% | +24.6% |
| YTD | +24.7% | +65.1% | -40.4% | +15.8% |
| 1Y | +47.9% | +13.4% | +34.5% | +42.7% |
| All | +184.7% | +77.1% | +107.6% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling