+37.2%
MSCI vs URI
+136.1%
-98.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.1% | +4.4% | -2.1% |
| 7D | +6.0% | -12.9% | +19.0% | +7.4% |
| 30D | +18.2% | -3.4% | +21.6% | +18.4% |
| 3M | +15.1% | -10.0% | +25.1% | +16.0% |
| 6M | +13.7% | +12.2% | +1.5% | +11.3% |
| YTD | +15.6% | +29.8% | -14.2% | +9.8% |
| 1Y | +16.3% | +24.6% | -8.3% | +11.3% |
| All | +37.2% | +136.1% | -98.9% | +14.0% |
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