+52.3%
MSFT vs URA
+36.0%
+16.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.8% |
| 7D | +1.7% | -4.1% | +5.8% | +2.4% |
| 30D | +0.2% | -19.0% | +19.2% | +3.8% |
| 3M | +6.4% | -25.1% | +31.5% | +11.3% |
| 6M | +28.7% | -44.5% | +73.2% | +41.0% |
| YTD | +10.4% | -24.3% | +34.7% | +13.3% |
| 1Y | +7.6% | -28.1% | +35.7% | +11.3% |
| 3Y | +52.3% | +40.7% | +11.6% | +34.2% |
| All | +52.3% | +36.0% | +16.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling