+34.1%
MSCI vs URI
+138.8%
-104.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | +2.8% | -9.8% | +12.6% | +3.8% |
| 30D | +15.4% | +1.7% | +13.7% | +15.1% |
| 3M | +13.4% | -9.1% | +22.5% | +14.2% |
| 6M | +10.9% | +9.9% | +1.0% | +8.9% |
| YTD | +13.0% | +31.2% | -18.2% | +7.2% |
| 1Y | +12.0% | +25.9% | -13.9% | +7.1% |
| 3Y | +34.1% | +147.4% | -113.3% | +11.3% |
| All | +34.1% | +138.8% | -104.7% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling