+35.4%
MSI vs URA
-30.3%
+65.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.4% |
| 7D | +7.4% | +0.3% | +7.1% | +7.4% |
| 30D | +18.7% | -14.8% | +33.5% | +19.3% |
| 3M | +14.5% | -25.3% | +39.8% | +15.4% |
| 6M | +38.1% | -39.9% | +78.0% | +41.1% |
| YTD | +38.7% | -22.4% | +61.1% | +41.5% |
| 1Y | +35.4% | -29.0% | +64.4% | +38.8% |
| All | +35.4% | -30.3% | +65.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling