+13.7%
MSCI vs URA
-44.2%
+58.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.5% | -3.2% |
| 7D | +6.0% | -13.3% | +19.3% | +4.7% |
| 30D | +18.2% | -25.9% | +44.1% | +15.4% |
| 3M | +15.1% | -27.8% | +42.9% | +12.1% |
| 6M | +13.7% | -42.8% | +56.6% | +13.4% |
| All | +13.7% | -44.2% | +58.0% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling