-26.2%
UBER vs MS
+22.2%
-48.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +4.1% |
| 7D | +7.0% | +2.6% | +4.4% | +6.5% |
| 30D | +0.6% | +2.6% | -2.0% | 0.0% |
| 3M | -2.9% | -10.1% | +7.1% | -1.2% |
| 6M | -5.5% | +4.4% | -9.9% | -10.1% |
| YTD | -14.5% | +11.7% | -26.2% | -22.1% |
| 1Y | -26.2% | +20.9% | -47.1% | -36.4% |
| All | -26.2% | +22.2% | -48.4% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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