+20.8%
MSFU vs URA
+43.1%
-22.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.2% | -5.3% |
| 7D | -12.7% | +2.9% | -15.5% | -13.5% |
| 30D | -9.0% | -10.8% | +1.8% | -5.4% |
| 3M | +2.9% | -25.5% | +28.5% | +13.0% |
| 6M | +43.5% | -41.2% | +84.8% | +69.0% |
| YTD | -2.4% | -21.3% | +18.9% | +1.8% |
| 1Y | -13.5% | -25.7% | +12.2% | -8.1% |
| All | +20.8% | +43.1% | -22.3% | -7.0% |
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