-10.6%
MSCI vs UUUU
+133.2%
-143.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -3.9% |
| 7D | -2.1% | +2.8% | -4.9% | -2.3% |
| 30D | -1.7% | +3.4% | -5.1% | -2.2% |
| 3M | -8.2% | -3.9% | -4.3% | -8.5% |
| 6M | -2.4% | -23.2% | +20.7% | -1.4% |
| YTD | -2.8% | +0.6% | -3.4% | -6.2% |
| 1Y | -2.7% | +22.9% | -25.5% | -10.3% |
| 3Y | +7.3% | +98.6% | -91.3% | -12.7% |
| All | -10.6% | +133.2% | -143.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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