+17.7%
MS vs URA
-29.3%
+47.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +5.1% | -1.5% | +6.6% | +5.5% |
| 30D | +5.7% | -10.4% | +16.1% | +9.0% |
| 3M | -12.2% | -29.6% | +17.5% | -3.4% |
| 6M | -0.5% | -40.3% | +39.8% | +13.2% |
| YTD | +9.8% | -25.5% | +35.3% | +13.7% |
| 1Y | +17.7% | -26.4% | +44.2% | +22.2% |
| All | +17.7% | -29.3% | +47.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling