+514.9%
MKSI vs URA
+346.2%
+168.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +3.8% |
| 7D | +2.7% | -5.5% | +8.2% | +5.7% |
| 30D | -12.8% | -3.7% | -9.1% | -11.4% |
| 3M | -22.5% | -2.9% | -19.6% | -21.0% |
| 6M | +19.4% | -15.2% | +34.6% | +29.8% |
| YTD | +67.7% | +1.9% | +65.8% | +63.8% |
| 1Y | +131.4% | +6.9% | +124.5% | +115.7% |
| 3Y | +197.3% | +99.6% | +97.7% | +93.6% |
| 5Y | +87.0% | +101.2% | -14.2% | +13.9% |
| All | +514.9% | +346.2% | +168.8% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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