+5.3%
MSCI vs URA
+25.6%
-20.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +17.4% | -10.4% | +27.8% | +19.5% |
| 3M | +14.8% | -29.6% | +44.5% | +21.8% |
| 6M | +16.1% | -40.3% | +56.4% | +26.7% |
| YTD | +16.0% | -25.5% | +41.5% | +18.2% |
| 1Y | +16.4% | -26.4% | +42.9% | +18.5% |
| 3Y | +35.3% | +31.4% | +3.9% | +9.3% |
| All | +5.3% | +25.6% | -20.3% | -17.5% |
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