+71.0%
UBER vs MSI
+249.8%
-178.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -7.0% | -4.0% | -3.1% | -5.0% |
| 30D | -8.9% | -0.5% | -8.5% | -8.8% |
| 3M | +1.0% | +11.4% | -10.4% | -4.9% |
| 6M | -3.7% | +1.0% | -4.7% | -5.2% |
| YTD | -13.0% | +20.7% | -33.7% | -22.8% |
| 1Y | -25.5% | -2.7% | -22.8% | -25.8% |
| 3Y | +50.5% | +68.2% | -17.7% | +5.0% |
| 5Y | +76.2% | +100.0% | -23.8% | +8.0% |
| All | +71.0% | +249.8% | -178.8% | -33.3% |
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