+542.0%
MS vs URI
+1,173.3%
-631.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | +5.1% | +6.7% | -1.6% | +1.9% |
| 30D | +5.7% | +8.9% | -3.2% | +1.4% |
| 3M | -12.2% | +0.5% | -12.7% | -13.0% |
| 6M | -0.5% | +20.7% | -21.2% | -10.4% |
| YTD | +9.8% | +40.0% | -30.2% | -10.7% |
| 1Y | +17.7% | +34.4% | -16.7% | -2.5% |
| 3Y | +176.8% | +149.5% | +27.4% | +62.7% |
| 5Y | +123.7% | +205.6% | -81.9% | +14.2% |
| All | +542.0% | +1,173.3% | -631.4% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling