+2,522.8%
MSFT vs URA
-51.6%
+2,574.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.1% |
| 7D | +1.7% | -4.1% | +5.8% | +2.7% |
| 30D | +0.2% | -19.0% | +19.2% | +5.4% |
| 3M | +6.4% | -25.1% | +31.5% | +13.7% |
| 6M | +28.7% | -44.5% | +73.2% | +47.3% |
| YTD | +10.4% | -24.3% | +34.7% | +14.9% |
| 1Y | +7.6% | -28.1% | +35.7% | +13.1% |
| 3Y | +52.3% | +40.7% | +11.6% | +27.9% |
| 5Y | +64.5% | +35.5% | +29.1% | +34.9% |
| 10Y | +917.8% | +281.2% | +636.7% | +472.9% |
| All | +2,522.8% | -51.6% | +2,574.5% | +2,072.5% |
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