+654.8%
MSI vs URA
+283.4%
+371.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.2% |
| 7D | +4.7% | -4.1% | +8.8% | +5.3% |
| 30D | +14.8% | -19.0% | +33.8% | +18.7% |
| 3M | +8.8% | -25.1% | +33.9% | +13.7% |
| 6M | +19.3% | -44.5% | +63.8% | +30.9% |
| YTD | +35.3% | -24.3% | +59.6% | +38.4% |
| 1Y | +33.8% | -28.1% | +61.9% | +37.7% |
| 3Y | +74.4% | +40.7% | +33.8% | +49.6% |
| 5Y | +120.5% | +35.5% | +85.1% | +84.2% |
| All | +654.8% | +283.4% | +371.3% | +336.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling