-7.5%
MSCI vs URA
+128.0%
-135.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +0.6% | +7.4% | -6.8% | -0.9% |
| 3M | -7.1% | -8.4% | +1.3% | -6.1% |
| 6M | +0.8% | -12.7% | +13.5% | +2.1% |
| YTD | +1.0% | +7.8% | -6.8% | -3.0% |
| 1Y | +4.3% | +19.5% | -15.1% | -3.2% |
| 3Y | +9.9% | +116.4% | -106.5% | -17.3% |
| All | -7.5% | +128.0% | -135.5% | -34.0% |
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