+65.5%
UBER vs MAS
+151.6%
-86.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | +0.1% |
| 7D | +4.6% | +4.6% | +0.1% | +2.4% |
| 30D | -0.4% | +19.9% | -20.3% | -8.8% |
| 3M | +0.9% | +8.9% | -8.0% | -3.5% |
| 6M | -5.7% | +20.2% | -25.9% | -15.0% |
| YTD | -15.8% | +33.9% | -49.7% | -29.8% |
| 1Y | -25.8% | +34.7% | -60.5% | -38.6% |
| 3Y | +44.0% | +60.4% | -16.3% | +4.1% |
| 5Y | +45.8% | +43.5% | +2.3% | +9.7% |
| All | +65.5% | +151.6% | -86.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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