+161.8%
MS vs U
+72.0%
+89.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +14.9% | -20.9% | -7.8% |
| 7D | -3.4% | +24.3% | -27.7% | -6.3% |
| 30D | -3.9% | +8.6% | -12.5% | -5.2% |
| 3M | -15.9% | +37.6% | -53.5% | -19.8% |
| 6M | -2.5% | +78.5% | -81.0% | -10.5% |
| YTD | +5.1% | +10.5% | -5.4% | +0.9% |
| 1Y | +13.0% | +15.2% | -2.2% | +7.6% |
| All | +161.8% | +72.0% | +89.8% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling