-10.1%
MSCI vs AUR
-34.3%
+24.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -1.1% | +11.1% | -12.2% | -2.1% |
| 30D | -1.2% | -6.9% | +5.7% | -0.7% |
| 3M | -8.4% | +5.5% | -13.9% | -9.4% |
| 6M | -1.0% | +41.0% | -42.0% | -5.7% |
| YTD | -2.3% | +69.3% | -71.5% | -8.8% |
| 1Y | -1.2% | +14.0% | -15.2% | -4.5% |
| 3Y | +7.9% | +90.1% | -82.1% | -10.6% |
| 5Y | -10.1% | -34.4% | +24.4% | -23.7% |
| All | -10.1% | -34.3% | +24.2% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling