-0.8%
MSFT vs URI
+7.3%
-8.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.0% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | +2.7% | -12.9% | +15.6% | +2.6% |
| 3M | +17.0% | -6.7% | +23.7% | +16.9% |
| 6M | +23.8% | +19.0% | +4.8% | +23.5% |
| YTD | +4.0% | +25.5% | -21.6% | +5.1% |
| 1Y | -0.8% | +5.5% | -6.4% | +0.9% |
| All | -0.8% | +7.3% | -8.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling