+46.6%
MSCI vs AUR
-57.9%
+104.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.3% |
| 7D | +2.7% | -4.5% | +7.2% | +3.1% |
| 30D | +17.4% | -16.6% | +34.1% | +19.0% |
| 3M | +14.8% | -38.5% | +53.3% | +19.3% |
| 6M | +16.1% | -49.9% | +66.0% | +22.5% |
| YTD | +16.0% | +9.6% | +6.4% | +12.1% |
| 1Y | +16.4% | +1.2% | +15.2% | +13.2% |
| 3Y | +35.3% | +128.8% | -93.5% | +7.6% |
| 5Y | +6.6% | -57.9% | +64.5% | -5.1% |
| All | +46.6% | -57.9% | +104.5% | +32.1% |
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