+1,374.3%
MKSI vs URA
-32.7%
+1,407.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.4% |
| 7D | +4.9% | -1.5% | +6.4% | +5.7% |
| 30D | -11.0% | -0.4% | -10.6% | -11.0% |
| 3M | -17.1% | +6.3% | -23.3% | -19.0% |
| 6M | +16.4% | -14.0% | +30.4% | +25.1% |
| YTD | +64.3% | +5.3% | +59.0% | +58.8% |
| 1Y | +137.7% | +11.7% | +126.1% | +119.7% |
| 3Y | +189.1% | +109.8% | +79.3% | +94.2% |
| 5Y | +83.1% | +108.0% | -24.8% | +17.5% |
| 10Y | +509.4% | +358.5% | +150.8% | +154.1% |
| All | +1,374.3% | -32.7% | +1,407.0% | +1,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling