+61.8%
MSFT vs URI
+209.3%
-147.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.4% | +9.3% | -11.7% | -4.3% |
| 30D | -3.8% | +7.6% | -11.4% | -5.5% |
| 3M | +6.4% | +1.0% | +5.4% | +5.7% |
| 6M | +28.8% | +19.8% | +8.9% | +22.1% |
| YTD | +8.8% | +41.9% | -33.0% | -2.6% |
| 1Y | +3.2% | +33.4% | -30.2% | -6.1% |
| 3Y | +44.8% | +156.0% | -111.2% | +2.8% |
| 5Y | +61.8% | +209.5% | -147.7% | -2.0% |
| All | +61.8% | +209.3% | -147.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling