+85.0%
UBER vs MA
+73.0%
+12.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.6% |
| 7D | -3.9% | -2.7% | -1.2% | -1.8% |
| 30D | +11.1% | +1.5% | +9.6% | +9.6% |
| 3M | +4.9% | +20.4% | -15.5% | -9.7% |
| 6M | -1.2% | +11.1% | -12.3% | -9.8% |
| YTD | -7.3% | +2.0% | -9.2% | -9.6% |
| 1Y | -17.6% | -2.2% | -15.5% | -17.4% |
| 3Y | +61.1% | +41.9% | +19.2% | +13.4% |
| All | +85.0% | +73.0% | +12.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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