+1,672.2%
MSCI vs URA
-31.1%
+1,703.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +0.6% | +7.4% | -6.8% | -1.6% |
| 3M | -7.1% | -8.4% | +1.3% | -5.9% |
| 6M | +0.8% | -12.7% | +13.5% | +2.3% |
| YTD | +1.0% | +7.8% | -6.8% | -4.6% |
| 1Y | +4.3% | +19.5% | -15.1% | -5.7% |
| 3Y | +9.9% | +116.4% | -106.5% | -21.7% |
| 5Y | -6.8% | +134.3% | -141.0% | -38.3% |
| 10Y | +614.7% | +359.3% | +255.4% | +242.1% |
| All | +1,672.2% | -31.1% | +1,703.3% | +1,274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling