+4,932.1%
MSFT vs URI
+7,134.6%
-2,202.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.4% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | +2.7% | -12.9% | +15.6% | +5.5% |
| 3M | +17.0% | -6.7% | +23.7% | +18.0% |
| 6M | +23.8% | +19.0% | +4.8% | +17.7% |
| YTD | +4.0% | +25.5% | -21.6% | -2.5% |
| 1Y | -0.8% | +5.5% | -6.4% | -4.0% |
| 3Y | +55.6% | +111.3% | -55.7% | +28.1% |
| 5Y | +72.9% | +198.6% | -125.7% | +30.6% |
| 10Y | +875.8% | +1,179.9% | -304.1% | +420.4% |
| All | +4,932.1% | +7,134.6% | -2,202.5% | +1,249.7% |
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 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