-24.4%
UBER vs MS
+16.8%
-41.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.6% | +3.1% |
| 7D | +6.7% | +0.7% | +5.9% | +6.5% |
| 30D | -0.5% | -0.9% | +0.5% | -0.3% |
| 3M | -5.1% | -13.0% | +7.9% | -2.8% |
| 6M | -5.7% | -2.0% | -3.7% | -8.7% |
| YTD | -12.9% | +7.8% | -20.7% | -20.1% |
| All | -24.4% | +16.8% | -41.2% | -33.8% |
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