+9.1%
MSCI vs URA
+37.5%
-28.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.9% | +2.9% | -4.8% | -2.5% |
| 30D | +16.5% | -10.8% | +27.3% | +18.6% |
| 3M | +18.2% | -25.5% | +43.7% | +24.1% |
| 6M | +14.0% | -41.2% | +55.2% | +25.0% |
| YTD | +16.6% | -21.3% | +37.9% | +17.6% |
| 1Y | +14.8% | -25.7% | +40.5% | +17.1% |
| 3Y | +33.3% | +43.1% | -9.8% | +5.4% |
| 5Y | +9.1% | +35.6% | -26.5% | -14.4% |
| All | +9.1% | +37.5% | -28.4% | -14.4% |
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