+607.1%
MS vs URA
+278.3%
+328.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -2.0% |
| 7D | -1.6% | -4.1% | +2.6% | -0.2% |
| 30D | -3.8% | -19.0% | +15.2% | +3.2% |
| 3M | -14.6% | -25.1% | +10.5% | -6.4% |
| 6M | -5.1% | -44.5% | +39.4% | +14.2% |
| YTD | +4.5% | -24.3% | +28.8% | +11.2% |
| 1Y | +13.5% | -28.1% | +41.7% | +22.5% |
| 3Y | +160.4% | +40.7% | +119.7% | +108.1% |
| 5Y | +112.9% | +35.5% | +77.4% | +64.1% |
| All | +607.1% | +278.3% | +328.8% | +207.4% |
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