+363.6%
MS vs UUUU
-96.3%
+459.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +1.0% |
| 7D | +0.8% | -6.9% | +7.7% | +1.5% |
| 30D | -0.7% | -32.3% | +31.6% | +3.1% |
| 3M | -12.4% | -52.8% | +40.5% | -6.0% |
| 6M | -1.7% | -68.5% | +66.7% | +9.0% |
| YTD | +8.0% | -53.6% | +61.7% | +13.7% |
| 1Y | +16.2% | -59.1% | +75.3% | +23.4% |
| 3Y | +171.3% | -14.7% | +186.0% | +156.3% |
| 5Y | +124.8% | -35.4% | +160.2% | +110.5% |
| 10Y | +553.7% | +378.0% | +175.6% | +360.5% |
| All | +363.6% | -96.3% | +459.9% | +218.8% |
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