+19.0%
MSCI vs AUR
-17.4%
+36.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.8% | +5.4% |
| 7D | +11.5% | -19.8% | +31.3% | +11.8% |
| 30D | +22.1% | -29.0% | +51.1% | +22.7% |
| 3M | +18.4% | -43.6% | +62.0% | +19.5% |
| 6M | +16.6% | -36.6% | +53.3% | +17.1% |
| YTD | +18.8% | +6.3% | +12.6% | +17.2% |
| 1Y | +19.0% | -9.0% | +28.0% | +17.3% |
| All | +19.0% | -17.4% | +36.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling