+30.9%
MSFU vs URA
+36.0%
-5.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -3.4% |
| 7D | +2.5% | -4.1% | +6.6% | +4.0% |
| 30D | -1.3% | -19.0% | +17.7% | +6.0% |
| 3M | +8.6% | -25.1% | +33.8% | +18.9% |
| 6M | +48.4% | -44.5% | +92.9% | +77.8% |
| YTD | +1.6% | -24.3% | +25.9% | +7.4% |
| 1Y | -5.8% | -28.1% | +22.4% | +1.2% |
| 3Y | +30.9% | +40.7% | -9.7% | +4.2% |
| All | +30.9% | +36.0% | -5.0% | +4.2% |
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