+1,928.6%
MSCI vs URA
-53.7%
+1,982.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.5% | -1.4% |
| 7D | +6.0% | -13.3% | +19.3% | +9.9% |
| 30D | +18.2% | -25.9% | +44.1% | +27.3% |
| 3M | +15.1% | -27.8% | +42.9% | +24.1% |
| 6M | +13.7% | -42.8% | +56.6% | +29.1% |
| YTD | +15.6% | -27.5% | +43.1% | +20.4% |
| 1Y | +16.3% | -35.1% | +51.5% | +24.4% |
| 3Y | +36.9% | +31.1% | +5.8% | +11.7% |
| 5Y | +6.3% | +29.8% | -23.5% | -16.1% |
| 10Y | +823.0% | +265.1% | +557.9% | +361.7% |
| All | +1,928.6% | -53.7% | +1,982.3% | +1,633.9% |
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