+114.0%
MS vs URI
+178.2%
-64.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.1% | +1.2% | -3.1% |
| 7D | -3.4% | -12.9% | +9.5% | +1.9% |
| 30D | -3.9% | -3.4% | -0.5% | -2.8% |
| 3M | -15.9% | -10.0% | -5.9% | -12.8% |
| 6M | -2.5% | +12.2% | -14.7% | -8.4% |
| YTD | +5.1% | +29.8% | -24.7% | -10.0% |
| 1Y | +13.0% | +24.6% | -11.7% | -1.4% |
| 3Y | +160.7% | +137.6% | +23.1% | +59.1% |
| 5Y | +114.0% | +176.6% | -62.6% | +20.4% |
| All | +114.0% | +178.2% | -64.2% | +20.4% |
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