+42.7%
MKSI vs URI
+33.3%
+9.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -3.2% |
| 7D | -10.7% | -4.3% | -6.3% | -9.0% |
| 30D | -30.5% | +4.6% | -35.1% | -31.7% |
| 3M | -39.2% | -2.1% | -37.0% | -38.7% |
| 6M | -33.0% | +21.9% | -54.9% | -35.9% |
| YTD | +22.3% | +39.7% | -17.4% | +4.0% |
| 1Y | +42.7% | +32.9% | +9.8% | +29.0% |
| All | +42.7% | +33.3% | +9.4% | +29.0% |
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