+23.6%
MSCI vs AUR
-35.7%
+59.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | -1.1% | -6.4% | +5.3% | -0.8% |
| 3M | -6.3% | +7.7% | -14.1% | -7.5% |
| 6M | +2.1% | +44.5% | -42.4% | -2.9% |
| YTD | -2.3% | +67.4% | -69.7% | -8.7% |
| 1Y | -3.9% | +15.4% | -19.4% | -7.3% |
| 3Y | +7.5% | +94.8% | -87.4% | -11.3% |
| 5Y | -9.8% | -35.1% | +25.3% | -21.7% |
| All | +23.6% | -35.7% | +59.3% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling