+348.5%
MS vs UUUU
-96.3%
+444.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -1.6% | -13.6% | +12.1% | -0.1% |
| 30D | -3.8% | -35.1% | +31.3% | +0.3% |
| 3M | -14.6% | -48.4% | +33.8% | -9.2% |
| 6M | -5.1% | -71.7% | +66.6% | +6.4% |
| YTD | +4.5% | -54.2% | +58.7% | +10.2% |
| 1Y | +13.5% | -56.0% | +69.5% | +19.8% |
| 3Y | +160.4% | -13.1% | +173.5% | +145.6% |
| 5Y | +112.9% | -35.2% | +148.1% | +99.4% |
| 10Y | +633.4% | +404.5% | +228.9% | +414.9% |
| All | +348.5% | -96.3% | +444.8% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling