+745.4%
MSI vs UUUU
-92.0%
+837.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | +6.8% | +16.3% | -9.5% | +5.8% |
| 3M | +14.3% | -16.7% | +31.0% | +15.0% |
| 6M | -1.6% | -33.7% | +32.1% | 0.0% |
| YTD | +22.8% | -0.5% | +23.3% | +21.0% |
| 1Y | -1.1% | +28.9% | -30.0% | -4.8% |
| 3Y | +70.5% | +99.9% | -29.4% | +55.9% |
| 5Y | +102.8% | +135.3% | -32.5% | +79.5% |
| 10Y | +597.4% | +518.4% | +79.0% | +447.6% |
| All | +745.4% | -92.0% | +837.4% | +548.0% |
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