+2,370.0%
MSFT vs URA
-31.1%
+2,401.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | +2.7% | +7.4% | -4.7% | +0.6% |
| 3M | +17.0% | -8.4% | +25.4% | +18.8% |
| 6M | +23.8% | -12.7% | +36.5% | +26.1% |
| YTD | +4.0% | +7.8% | -3.8% | -0.6% |
| 1Y | -0.8% | +19.5% | -20.3% | -8.9% |
| 3Y | +55.6% | +116.4% | -60.8% | +17.1% |
| 5Y | +72.9% | +134.3% | -61.4% | +21.8% |
| 10Y | +875.8% | +359.3% | +516.6% | +425.9% |
| All | +2,370.0% | -31.1% | +2,401.1% | +1,778.7% |
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 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