+800.7%
MSCI vs URA
+289.1%
+511.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.9% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +16.2% | -14.8% | +31.0% | +20.3% |
| 3M | +17.1% | -25.3% | +42.4% | +24.3% |
| 6M | +13.0% | -39.9% | +52.9% | +25.5% |
| YTD | +15.8% | -22.4% | +38.2% | +18.0% |
| 1Y | +15.5% | -29.0% | +44.5% | +20.0% |
| 3Y | +32.3% | +41.0% | -8.7% | +6.0% |
| 5Y | +8.2% | +38.3% | -30.2% | -16.4% |
| 10Y | +800.7% | +276.1% | +524.6% | +279.7% |
| All | +800.7% | +289.1% | +511.6% | +279.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling