+859.8%
MS vs URA
-53.7%
+913.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.7% | -3.9% |
| 7D | -3.4% | -13.3% | +9.9% | +2.2% |
| 30D | -3.9% | -25.9% | +22.0% | +8.0% |
| 3M | -15.9% | -27.8% | +11.9% | -5.0% |
| 6M | -2.5% | -42.8% | +40.4% | +19.7% |
| YTD | +5.1% | -27.5% | +32.6% | +14.8% |
| 1Y | +13.0% | -35.1% | +48.1% | +28.5% |
| 3Y | +160.7% | +31.1% | +129.6% | +105.8% |
| 5Y | +114.0% | +29.8% | +84.3% | +59.5% |
| 10Y | +637.5% | +265.1% | +372.3% | +181.7% |
| All | +859.8% | -53.7% | +913.5% | +777.6% |
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