+915.1%
MSFT vs URI
+1,173.3%
-258.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | -1.3% | +6.7% | -8.0% | -2.9% |
| 30D | -1.8% | +8.9% | -10.7% | -4.2% |
| 3M | +5.6% | +0.5% | +5.1% | +4.9% |
| 6M | +29.8% | +20.7% | +9.2% | +22.1% |
| YTD | +9.0% | +40.0% | -31.0% | -3.2% |
| 1Y | +4.9% | +34.4% | -29.5% | -5.9% |
| 3Y | +46.2% | +149.5% | -103.3% | +6.0% |
| 5Y | +62.1% | +205.6% | -143.5% | +6.8% |
| All | +915.1% | +1,173.3% | -258.2% | +353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling