+76.3%
MSFU vs URA
+131.5%
-55.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.5% |
| 7D | -5.7% | +1.1% | -6.8% | -6.1% |
| 30D | +4.2% | +7.4% | -3.2% | +1.0% |
| 3M | +27.9% | -8.4% | +36.3% | +30.9% |
| 6M | +37.1% | -12.7% | +49.8% | +40.6% |
| YTD | -7.4% | +7.8% | -15.2% | -13.5% |
| 1Y | -19.6% | +19.5% | -39.1% | -29.8% |
| 3Y | +33.2% | +116.4% | -83.2% | -19.6% |
| All | +76.3% | +131.5% | -55.2% | -0.1% |
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