+671.4%
MSI vs URA
+289.1%
+382.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.1% |
| 7D | +7.4% | +0.3% | +7.1% | +7.3% |
| 30D | +18.7% | -14.8% | +33.5% | +21.7% |
| 3M | +14.5% | -25.3% | +39.8% | +19.7% |
| 6M | +38.1% | -39.9% | +78.0% | +49.4% |
| YTD | +38.7% | -22.4% | +61.1% | +41.3% |
| 1Y | +35.4% | -29.0% | +64.4% | +39.8% |
| 3Y | +75.1% | +41.0% | +34.1% | +50.4% |
| 5Y | +126.4% | +38.3% | +88.1% | +88.6% |
| 10Y | +671.4% | +276.1% | +395.3% | +351.1% |
| All | +671.4% | +289.1% | +382.3% | +351.1% |
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 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