+65.0%
UBER vs MS
+392.2%
-327.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | +5.1% | -1.6% | +6.7% | +6.0% |
| 30D | +0.2% | -3.8% | +4.0% | +2.1% |
| 3M | -2.7% | -14.6% | +11.9% | +5.8% |
| 6M | -13.4% | -5.1% | -8.3% | -12.8% |
| YTD | -16.1% | +4.5% | -20.6% | -20.9% |
| 1Y | -25.5% | +13.5% | -39.1% | -33.4% |
| 3Y | +42.5% | +160.4% | -117.9% | -27.6% |
| 5Y | +45.3% | +112.9% | -67.5% | -16.2% |
| All | +65.0% | +392.2% | -327.2% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling