+337.8%
MS vs U
-31.3%
+369.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.1% | -1.2% |
| 7D | -1.6% | +36.6% | -38.1% | -5.3% |
| 30D | -3.8% | +13.3% | -17.1% | -5.5% |
| 3M | -14.6% | +26.2% | -40.8% | -17.2% |
| 6M | -5.1% | +88.7% | -93.8% | -12.7% |
| YTD | +4.5% | +16.6% | -12.1% | 0.0% |
| 1Y | +13.5% | +29.0% | -15.4% | +7.2% |
| 3Y | +160.4% | +99.5% | +60.9% | +123.8% |
| 5Y | +112.9% | -66.1% | +179.0% | +90.9% |
| All | +337.8% | -31.3% | +369.2% | +304.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling