+70.0%
UBER vs MSI
+308.1%
-238.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.1% |
| 7D | +1.2% | +7.7% | -6.5% | -2.7% |
| 30D | -1.1% | +19.9% | -21.1% | -10.1% |
| 3M | -10.0% | +14.9% | -24.9% | -16.5% |
| 6M | -7.2% | +37.2% | -44.4% | -21.8% |
| YTD | -13.5% | +40.8% | -54.3% | -29.2% |
| 1Y | -24.5% | +38.1% | -62.6% | -37.6% |
| 3Y | +37.0% | +77.7% | -40.7% | -6.2% |
| 5Y | +63.3% | +129.0% | -65.7% | -6.5% |
| All | +70.0% | +308.1% | -238.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling