+157.0%
MKSI vs URI
+7.3%
+149.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.6% |
| 7D | +1.8% | -2.0% | +3.8% | +2.6% |
| 30D | -16.8% | -12.9% | -3.8% | -11.9% |
| 3M | -21.1% | -6.7% | -14.4% | -18.1% |
| 6M | +10.8% | +19.0% | -8.1% | +6.3% |
| YTD | +63.3% | +25.5% | +37.8% | +46.9% |
| 1Y | +157.0% | +5.5% | +151.4% | +152.2% |
| All | +157.0% | +7.3% | +149.7% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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