+71.2%
UBER vs MS
+407.6%
-336.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.6% | +2.0% |
| 7D | +6.7% | +0.7% | +5.9% | +6.2% |
| 30D | -0.5% | -0.9% | +0.5% | -0.2% |
| 3M | -5.1% | -13.0% | +7.9% | +2.1% |
| 6M | -5.7% | -2.0% | -3.7% | -6.7% |
| YTD | -12.9% | +7.8% | -20.7% | -19.3% |
| 1Y | -22.6% | +17.9% | -40.5% | -32.2% |
| 3Y | +42.2% | +174.8% | -132.6% | -30.0% |
| 5Y | +56.4% | +119.9% | -63.5% | -11.5% |
| All | +71.2% | +407.6% | -336.4% | -45.2% |
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