+114.0%
MS vs URA
+27.0%
+87.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.7% | -4.4% |
| 7D | -3.4% | -13.3% | +9.9% | +0.6% |
| 30D | -3.9% | -25.9% | +22.0% | +4.5% |
| 3M | -15.9% | -27.8% | +11.9% | -8.2% |
| 6M | -2.5% | -42.8% | +40.4% | +12.8% |
| YTD | +5.1% | -27.5% | +32.6% | +12.3% |
| 1Y | +13.0% | -35.1% | +48.1% | +24.1% |
| 3Y | +160.7% | +31.1% | +129.6% | +121.6% |
| 5Y | +114.0% | +29.8% | +84.3% | +72.2% |
| All | +114.0% | +27.0% | +87.1% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling