+3.8%
MSCI vs URA
+33.4%
-29.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.1% |
| 7D | +2.8% | -4.1% | +6.9% | +3.6% |
| 30D | +15.4% | -19.0% | +34.4% | +19.7% |
| 3M | +13.4% | -25.1% | +38.6% | +18.9% |
| 6M | +10.9% | -44.5% | +55.4% | +23.0% |
| YTD | +13.0% | -24.3% | +37.3% | +14.9% |
| 1Y | +12.0% | -28.1% | +40.2% | +14.9% |
| 3Y | +34.1% | +40.7% | -6.6% | +6.0% |
| All | +3.8% | +33.4% | -29.6% | -18.3% |
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