+144.8%
MS vs UUUU
+118.2%
+26.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.5% | +2.8% | -0.3% | +2.1% |
| 30D | 0.0% | +3.4% | -3.4% | -0.6% |
| 3M | +2.4% | -3.9% | +6.3% | +2.3% |
| 6M | +36.4% | -23.2% | +59.6% | +38.7% |
| YTD | +23.8% | +0.6% | +23.3% | +20.2% |
| 1Y | +48.6% | +22.9% | +25.8% | +37.8% |
| 3Y | +179.1% | +98.6% | +80.5% | +129.9% |
| 5Y | +144.8% | +130.2% | +14.6% | +89.3% |
| All | +144.8% | +118.2% | +26.6% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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