+85.0%
UBER vs MS
+145.3%
-60.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -3.9% | +1.4% | -5.3% | -4.6% |
| 30D | +11.1% | -0.3% | +11.4% | +11.0% |
| 3M | +4.9% | +0.3% | +4.6% | +3.5% |
| 6M | -1.2% | +31.3% | -32.5% | -17.4% |
| YTD | -7.3% | +24.7% | -31.9% | -20.7% |
| 1Y | -17.6% | +47.9% | -65.5% | -36.9% |
| 3Y | +61.1% | +178.3% | -117.3% | -24.5% |
| All | +85.0% | +145.3% | -60.3% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling