+2,206.8%
MKSI vs URI
+3,288.1%
-1,081.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +7.7% | +2.5% | +5.2% | +6.8% |
| 30D | -12.9% | -12.5% | -0.3% | -8.4% |
| 3M | -14.8% | -6.2% | -8.7% | -12.5% |
| 6M | +26.6% | +25.9% | +0.8% | +15.6% |
| YTD | +66.6% | +26.2% | +40.4% | +50.5% |
| 1Y | +144.6% | +5.5% | +139.1% | +136.0% |
| 3Y | +193.1% | +125.0% | +68.2% | +120.1% |
| 5Y | +88.6% | +210.4% | -121.8% | +26.3% |
| 10Y | +490.9% | +1,157.2% | -666.3% | +141.7% |
| All | +2,206.8% | +3,288.1% | -1,081.2% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling