+1,633.7%
MS vs URI
+7,134.6%
-5,500.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | -0.3% | -12.9% | +12.7% | +5.0% |
| 3M | +0.3% | -6.7% | +7.0% | +2.2% |
| 6M | +31.3% | +19.0% | +12.3% | +19.7% |
| YTD | +24.7% | +25.5% | -0.9% | +10.3% |
| 1Y | +47.9% | +5.5% | +42.4% | +39.3% |
| 3Y | +178.3% | +111.3% | +67.0% | +96.3% |
| 5Y | +144.9% | +198.6% | -53.7% | +47.6% |
| 10Y | +804.5% | +1,179.9% | -375.4% | +193.4% |
| All | +1,633.7% | +7,134.6% | -5,500.9% | +95.2% |
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 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