+131.4%
MKSI vs URI
+5.3%
+126.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | -2.1% | +4.7% | +3.6% |
| 30D | -12.8% | -12.4% | -0.4% | -7.9% |
| 3M | -22.5% | -7.3% | -15.3% | -19.3% |
| 6M | +19.4% | +27.2% | -7.8% | +12.2% |
| YTD | +67.7% | +23.0% | +44.8% | +52.3% |
| 1Y | +131.4% | +3.9% | +127.5% | +125.7% |
| All | +131.4% | +5.3% | +126.1% | +125.7% |
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