+82.2%
UBER vs MSI
+256.0%
-173.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -3.9% | -3.7% | -0.2% | -2.0% |
| 30D | +11.1% | +6.8% | +4.3% | +7.0% |
| 3M | +4.9% | +14.3% | -9.4% | -2.5% |
| 6M | -1.2% | -1.6% | +0.4% | -1.3% |
| YTD | -7.3% | +22.8% | -30.1% | -18.5% |
| 1Y | -17.6% | -1.1% | -16.5% | -18.6% |
| 3Y | +61.1% | +70.5% | -9.4% | +11.6% |
| 5Y | +87.9% | +102.8% | -14.9% | +14.4% |
| All | +82.2% | +256.0% | -173.7% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling