-2.5%
MS vs U
+74.3%
-76.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +14.9% | -20.9% | -6.9% |
| 7D | -3.4% | +24.3% | -27.7% | -5.3% |
| 30D | -3.9% | +8.6% | -12.5% | -4.4% |
| 3M | -15.9% | +37.6% | -53.5% | -18.0% |
| 6M | -2.5% | +78.5% | -81.0% | -7.5% |
| All | -2.5% | +74.3% | -76.8% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling