-4.3%
MSI vs UUUU
+9.0%
-13.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +1.1% |
| 7D | -1.8% | -5.0% | +3.2% | -1.6% |
| 30D | -0.6% | -7.8% | +7.1% | -0.4% |
| 3M | +13.0% | -0.4% | +13.5% | +12.9% |
| 6M | +0.5% | -32.9% | +33.4% | +1.8% |
| YTD | +21.7% | -6.3% | +28.0% | +21.3% |
| All | -4.3% | +9.0% | -13.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling