+922.9%
MSFT vs URA
+289.1%
+633.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -0.4% | -14.8% | +14.4% | +3.6% |
| 3M | +5.6% | -25.3% | +30.9% | +12.9% |
| 6M | +29.0% | -39.9% | +68.9% | +44.7% |
| YTD | +10.9% | -22.4% | +33.4% | +14.6% |
| 1Y | +6.2% | -29.0% | +35.2% | +12.0% |
| 3Y | +47.6% | +41.0% | +6.6% | +22.3% |
| 5Y | +67.9% | +38.3% | +29.6% | +34.6% |
| 10Y | +922.9% | +276.1% | +646.8% | +386.7% |
| All | +922.9% | +289.1% | +633.8% | +386.7% |
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