+35.3%
UBER vs MS
+177.8%
-142.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | +1.2% | -1.7% | +2.9% | +1.7% |
| 30D | -1.1% | +0.9% | -2.1% | -1.6% |
| 3M | -10.0% | -10.8% | +0.8% | -6.6% |
| 6M | -7.2% | +0.9% | -8.1% | -9.3% |
| YTD | -13.5% | +9.8% | -23.3% | -18.9% |
| 1Y | -24.5% | +17.1% | -41.6% | -31.1% |
| All | +35.3% | +177.8% | -142.5% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling