+157.1%
MS vs AUR
-53.5%
+210.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.6% |
| 7D | +0.7% | +9.9% | -9.2% | -0.3% |
| 30D | -0.9% | -20.2% | +19.3% | +1.1% |
| 3M | -13.0% | -34.1% | +21.2% | -9.6% |
| 6M | -2.0% | -34.3% | +32.3% | +1.3% |
| YTD | +7.8% | +21.1% | -13.3% | +4.1% |
| 1Y | +17.9% | +7.6% | +10.2% | +15.0% |
| 3Y | +174.8% | +159.8% | +15.0% | +133.0% |
| 5Y | +119.9% | -53.9% | +173.7% | +86.3% |
| All | +157.1% | -53.5% | +210.6% | +117.3% |
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