+9.0%
MSFT vs URA
-32.2%
+41.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.7% | +6.8% |
| 7D | +4.7% | -10.5% | +15.2% | +6.4% |
| 30D | +5.8% | -18.6% | +24.5% | +9.0% |
| 3M | +13.0% | -23.0% | +36.0% | +16.9% |
| 6M | +34.9% | -40.3% | +75.2% | +43.1% |
| YTD | +15.7% | -23.5% | +39.1% | +19.3% |
| 1Y | +9.0% | -31.1% | +40.1% | +14.0% |
| All | +9.0% | -32.2% | +41.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling