+197.4%
MS vs AUR
-36.6%
+234.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +1.4% | +8.7% | -7.4% | +0.4% |
| 30D | -0.3% | -5.2% | +5.0% | +0.1% |
| 3M | +0.3% | -7.3% | +7.6% | +0.6% |
| 6M | +31.3% | +41.2% | -9.9% | +25.5% |
| YTD | +24.7% | +65.1% | -40.4% | +17.0% |
| 1Y | +47.9% | +13.4% | +34.5% | +43.5% |
| 3Y | +178.3% | +98.1% | +80.2% | +140.2% |
| 5Y | +144.9% | -36.0% | +180.9% | +102.0% |
| All | +197.4% | -36.6% | +234.0% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling