+2,781.3%
MSCI vs URI
+4,446.1%
-1,664.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.1% | +4.4% | -0.7% |
| 7D | +6.0% | -12.9% | +19.0% | +10.1% |
| 30D | +18.2% | -3.4% | +21.6% | +19.1% |
| 3M | +15.1% | -10.0% | +25.1% | +18.0% |
| 6M | +13.7% | +12.2% | +1.5% | +8.3% |
| YTD | +15.6% | +29.8% | -14.2% | +3.3% |
| 1Y | +16.3% | +24.6% | -8.3% | +5.1% |
| 3Y | +36.9% | +137.6% | -100.7% | -2.1% |
| 5Y | +6.3% | +176.6% | -170.3% | -28.7% |
| 10Y | +823.0% | +1,402.6% | -579.6% | +234.3% |
| All | +2,781.3% | +4,446.1% | -1,664.8% | +277.4% |
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