+114.0%
MS vs U
-67.9%
+182.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +14.9% | -20.9% | -7.9% |
| 7D | -3.4% | +24.3% | -27.7% | -6.4% |
| 30D | -3.9% | +8.6% | -12.5% | -5.3% |
| 3M | -15.9% | +37.6% | -53.5% | -20.0% |
| 6M | -2.5% | +78.5% | -81.0% | -10.8% |
| YTD | +5.1% | +10.5% | -5.4% | +0.6% |
| 1Y | +13.0% | +15.2% | -2.2% | +7.2% |
| 3Y | +160.7% | +76.6% | +84.1% | +121.1% |
| 5Y | +114.0% | -67.9% | +181.9% | +100.3% |
| All | +114.0% | -67.9% | +182.0% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling