+144.8%
MS vs AUR
-34.2%
+179.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | +2.5% | +19.2% | -16.8% | +0.6% |
| 30D | 0.0% | -7.8% | +7.7% | +0.6% |
| 3M | +2.4% | +4.0% | -1.5% | +1.6% |
| 6M | +36.4% | +45.0% | -8.6% | +30.0% |
| YTD | +23.8% | +69.5% | -45.7% | +15.9% |
| 1Y | +48.6% | +13.0% | +35.6% | +44.2% |
| 3Y | +179.1% | +90.4% | +88.8% | +141.7% |
| 5Y | +144.8% | -34.2% | +179.0% | +92.4% |
| All | +144.8% | -34.2% | +179.1% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling