+7.4%
MSCI vs AUR
+86.2%
-78.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -1.1% | +11.1% | -12.2% | -1.7% |
| 30D | -1.2% | -6.9% | +5.7% | -0.9% |
| 3M | -8.4% | +5.5% | -13.9% | -9.0% |
| 6M | -1.0% | +41.0% | -42.0% | -3.9% |
| YTD | -2.3% | +69.3% | -71.5% | -6.3% |
| 1Y | -1.2% | +14.0% | -15.2% | -3.2% |
| All | +7.4% | +86.2% | -78.8% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling