+72.3%
MSFT vs UBER
+77.3%
-4.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | -1.0% | -7.0% | +6.0% | +0.6% |
| 30D | -2.7% | -8.9% | +6.2% | -0.6% |
| 3M | +22.1% | +1.0% | +21.1% | +21.4% |
| 6M | +20.6% | -3.7% | +24.3% | +21.0% |
| YTD | +2.3% | -13.0% | +15.3% | +4.8% |
| 1Y | -0.5% | -25.5% | +25.0% | +5.3% |
| 3Y | +50.5% | +50.5% | +0.1% | +31.1% |
| 5Y | +72.3% | +76.2% | -3.8% | +34.8% |
| All | +72.3% | +77.3% | -4.9% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UBER.
Daily Out/Under-Performance
Portfolio return minus UBER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UBER 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 UBER 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