+2,417.1%
MSCI vs UUUU
-83.7%
+2,500.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +0.4% | -1.4% | +1.8% | +0.5% |
| 30D | +0.6% | +16.3% | -15.8% | -0.6% |
| 3M | -7.1% | -16.7% | +9.6% | -6.5% |
| 6M | +0.8% | -33.7% | +34.5% | +2.5% |
| YTD | +1.0% | -0.5% | +1.5% | -1.0% |
| 1Y | +4.3% | +28.9% | -24.5% | -0.6% |
| 3Y | +9.9% | +99.9% | -89.9% | -1.3% |
| 5Y | -6.8% | +135.3% | -142.0% | -19.1% |
| 10Y | +614.7% | +518.4% | +96.3% | +443.4% |
| All | +2,417.1% | -83.7% | +2,500.9% | +1,721.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling