+152.3%
UBER vs MSFU
+76.3%
+75.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.8% |
| 7D | -3.9% | -5.7% | +1.8% | -2.5% |
| 30D | +11.1% | +4.2% | +6.9% | +9.8% |
| 3M | +4.9% | +27.9% | -23.0% | -3.3% |
| 6M | -1.2% | +37.1% | -38.3% | -11.9% |
| YTD | -7.3% | -7.4% | +0.1% | -8.4% |
| 1Y | -17.6% | -19.6% | +2.0% | -14.9% |
| 3Y | +61.1% | +33.2% | +27.9% | +30.1% |
| All | +152.3% | +76.3% | +75.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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