+13.5%
MS vs URA
-31.4%
+44.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.8% |
| 7D | -1.6% | -4.1% | +2.6% | -0.3% |
| 30D | -3.8% | -19.0% | +15.2% | +2.2% |
| 3M | -14.6% | -25.1% | +10.5% | -7.6% |
| 6M | -5.1% | -44.5% | +39.4% | +10.1% |
| YTD | +4.5% | -24.3% | +28.8% | +7.9% |
| 1Y | +13.5% | -28.1% | +41.7% | +18.8% |
| All | +13.5% | -31.4% | +44.9% | +18.8% |
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