+920.4%
MS vs URA
-51.1%
+971.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +2.6% | -10.5% | +13.2% | +7.2% |
| 30D | +2.6% | -18.6% | +21.2% | +11.1% |
| 3M | -10.1% | -23.0% | +13.0% | -1.0% |
| 6M | +4.4% | -40.3% | +44.7% | +25.9% |
| YTD | +11.7% | -23.5% | +35.2% | +19.4% |
| 1Y | +20.9% | -31.1% | +52.1% | +34.2% |
| 3Y | +177.1% | +38.3% | +138.8% | +114.1% |
| 5Y | +127.7% | +34.6% | +93.1% | +67.4% |
| 10Y | +684.1% | +285.4% | +398.7% | +193.0% |
| All | +920.4% | -51.1% | +971.5% | +812.8% |
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 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