+434.9%
MS vs UUUU
-92.0%
+526.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | +1.4% | -1.4% | +2.7% | +1.5% |
| 30D | -0.3% | +16.3% | -16.6% | -1.9% |
| 3M | +0.3% | -16.7% | +17.0% | +1.6% |
| 6M | +31.3% | -33.7% | +65.0% | +35.2% |
| YTD | +24.7% | -0.5% | +25.1% | +22.0% |
| 1Y | +47.9% | +28.9% | +19.1% | +39.2% |
| 3Y | +178.3% | +99.9% | +78.5% | +141.8% |
| 5Y | +144.9% | +135.3% | +9.6% | +101.4% |
| 10Y | +804.5% | +518.4% | +286.2% | +514.5% |
| All | +434.9% | -92.0% | +526.9% | +242.0% |
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