+83.1%
MKSI vs URI
+196.6%
-113.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | +0.3% |
| 7D | +4.9% | -0.5% | +5.4% | +5.2% |
| 30D | -11.0% | -13.4% | +2.4% | -2.1% |
| 3M | -17.1% | -6.2% | -10.9% | -13.0% |
| 6M | +16.4% | +28.0% | -11.6% | -3.3% |
| YTD | +64.3% | +23.0% | +41.3% | +36.2% |
| 1Y | +137.7% | +5.5% | +132.2% | +120.1% |
| 3Y | +189.1% | +119.2% | +69.9% | +60.2% |
| 5Y | +83.1% | +201.0% | -117.9% | -22.0% |
| All | +83.1% | +196.6% | -113.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling