+52.3%
MSFT vs URI
+138.8%
-86.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +1.7% | -9.8% | +11.5% | +2.9% |
| 30D | +0.2% | +1.7% | -1.6% | -0.2% |
| 3M | +6.4% | -9.1% | +15.4% | +7.4% |
| 6M | +28.7% | +9.9% | +18.8% | +26.0% |
| YTD | +10.4% | +31.2% | -20.8% | +4.2% |
| 1Y | +7.6% | +25.9% | -18.3% | +2.3% |
| 3Y | +52.3% | +147.4% | -95.1% | +38.1% |
| All | +52.3% | +138.8% | -86.5% | +38.1% |
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