+868.6%
MSFT vs URA
+371.9%
+496.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.9% |
| 7D | -1.4% | +8.1% | -9.5% | -3.4% |
| 30D | -1.0% | +5.8% | -6.8% | -2.7% |
| 3M | +20.2% | +3.4% | +16.8% | +18.4% |
| 6M | +21.3% | -2.6% | +23.9% | +20.0% |
| YTD | +2.8% | +11.2% | -8.4% | -2.7% |
| 1Y | 0.0% | +19.8% | -19.9% | -8.5% |
| 3Y | +51.2% | +121.5% | -70.2% | +11.5% |
| 5Y | +71.4% | +134.5% | -63.0% | +18.3% |
| 10Y | +868.6% | +376.7% | +491.9% | +380.4% |
| All | +868.6% | +371.9% | +496.7% | +380.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling