+61.5%
UBER vs MSI
+125.1%
-63.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +5.2% | +7.4% | -2.2% | +1.5% |
| 30D | -2.0% | +18.7% | -20.8% | -10.1% |
| 3M | -10.2% | +14.5% | -24.7% | -16.2% |
| 6M | -7.2% | +38.1% | -45.3% | -21.6% |
| YTD | -14.3% | +38.7% | -53.0% | -29.1% |
| 1Y | -25.6% | +35.4% | -61.0% | -37.6% |
| 3Y | +35.8% | +75.1% | -39.3% | -10.7% |
| 5Y | +61.5% | +126.4% | -64.9% | -22.2% |
| All | +61.5% | +125.1% | -63.6% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling