+15.2%
MS vs U
+18.8%
-3.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.4% |
| 7D | +0.8% | +24.4% | -23.6% | -1.6% |
| 30D | -0.7% | +7.4% | -8.1% | -1.5% |
| 3M | -12.4% | +16.8% | -29.2% | -14.0% |
| 6M | -1.7% | +78.8% | -80.5% | -8.5% |
| YTD | +8.0% | +14.0% | -5.9% | +4.7% |
| All | +15.2% | +18.8% | -3.6% | +9.8% |
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