+66.3%
UBER vs MS
+413.2%
-346.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.8% |
| 7D | +0.5% | +3.7% | -3.2% | -1.5% |
| 30D | -3.1% | +2.0% | -5.1% | -4.4% |
| 3M | -8.3% | -12.6% | +4.3% | -1.6% |
| 6M | -9.5% | -0.3% | -9.2% | -11.4% |
| YTD | -15.4% | +9.0% | -24.4% | -22.1% |
| 1Y | -26.1% | +13.9% | -40.0% | -33.9% |
| 3Y | +34.0% | +173.6% | -139.6% | -33.8% |
| 5Y | +53.2% | +122.0% | -68.8% | -13.8% |
| All | +66.3% | +413.2% | -346.9% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling