+808.5%
MS vs URA
+359.3%
+449.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | -0.3% | +7.4% | -7.6% | -2.8% |
| 3M | +0.3% | -8.4% | +8.7% | +2.6% |
| 6M | +31.3% | -12.7% | +44.1% | +35.4% |
| YTD | +24.7% | +7.8% | +16.9% | +18.1% |
| 1Y | +47.9% | +19.5% | +28.5% | +33.1% |
| 3Y | +178.3% | +116.4% | +61.9% | +91.5% |
| 5Y | +144.9% | +134.3% | +10.6% | +51.0% |
| All | +808.5% | +359.3% | +449.3% | +261.2% |
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