-22.5%
UBER vs MS
+49.1%
-71.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -2.8% | +2.5% | -5.3% | -3.3% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +4.4% | +2.4% | +1.9% | +2.6% |
| 6M | -2.7% | +36.4% | -39.1% | -14.2% |
| YTD | -10.5% | +23.8% | -34.3% | -19.4% |
| 1Y | -22.5% | +48.6% | -71.1% | -34.9% |
| All | -22.5% | +49.1% | -71.6% | -34.9% |
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