+47.9%
MS vs U
+6.4%
+41.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +1.4% | -3.8% | +5.2% | +1.8% |
| 30D | -0.3% | +17.5% | -17.7% | -2.1% |
| 3M | +0.3% | +38.7% | -38.4% | -3.4% |
| 6M | +31.3% | +104.4% | -73.1% | +21.1% |
| YTD | +24.7% | -5.7% | +30.3% | +22.3% |
| 1Y | +47.9% | +3.7% | +44.2% | +42.5% |
| All | +47.9% | +6.4% | +41.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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