+1,454.0%
MS vs URI
+7,950.8%
-6,496.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +5.9% |
| 7D | +2.6% | -4.3% | +7.0% | +4.3% |
| 30D | +2.6% | +4.6% | -2.0% | +0.7% |
| 3M | -10.1% | -2.1% | -8.0% | -9.8% |
| 6M | +4.4% | +21.9% | -17.6% | -4.6% |
| YTD | +11.7% | +39.7% | -28.0% | -5.4% |
| 1Y | +20.9% | +32.9% | -11.9% | +4.3% |
| 3Y | +177.1% | +155.8% | +21.3% | +81.2% |
| 5Y | +127.7% | +202.4% | -74.7% | +36.4% |
| 10Y | +684.1% | +1,517.7% | -833.7% | +133.4% |
| All | +1,454.0% | +7,950.8% | -6,496.8% | +67.4% |
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 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