+663.4%
MSI vs URA
+266.3%
+397.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +3.2% | -1.5% | +4.8% | +3.5% |
| 30D | +17.6% | -10.4% | +28.0% | +19.5% |
| 3M | +14.5% | -29.6% | +44.2% | +21.0% |
| 6M | +34.3% | -40.3% | +74.5% | +45.3% |
| YTD | +39.7% | -25.5% | +65.2% | +43.2% |
| 1Y | +40.2% | -26.4% | +66.6% | +43.5% |
| 3Y | +77.1% | +31.4% | +45.7% | +54.2% |
| 5Y | +124.0% | +28.6% | +95.5% | +89.3% |
| All | +663.4% | +266.3% | +397.1% | +341.8% |
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