+1,038.5%
MS vs URA
-31.1%
+1,069.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | -0.3% | +7.4% | -7.6% | -3.3% |
| 3M | +0.3% | -8.4% | +8.7% | +3.0% |
| 6M | +31.3% | -12.7% | +44.1% | +36.0% |
| YTD | +24.7% | +7.8% | +16.9% | +16.8% |
| 1Y | +47.9% | +19.5% | +28.5% | +30.3% |
| 3Y | +178.3% | +116.4% | +61.9% | +79.1% |
| 5Y | +144.9% | +134.3% | +10.6% | +38.9% |
| 10Y | +804.5% | +359.3% | +445.3% | +223.5% |
| All | +1,038.5% | -31.1% | +1,069.6% | +792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling