+5,243.4%
MSFT vs URI
+7,462.1%
-2,218.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +1.7% | -9.8% | +11.5% | +3.7% |
| 30D | +0.2% | +1.7% | -1.6% | -0.3% |
| 3M | +6.4% | -9.1% | +15.4% | +8.0% |
| 6M | +28.7% | +9.9% | +18.8% | +25.2% |
| YTD | +10.4% | +31.2% | -20.8% | +2.3% |
| 1Y | +7.6% | +25.9% | -18.3% | +0.5% |
| 3Y | +52.3% | +147.4% | -95.1% | +21.4% |
| 5Y | +64.5% | +179.7% | -115.2% | +25.7% |
| 10Y | +917.8% | +1,419.5% | -501.7% | +425.5% |
| All | +5,243.4% | +7,462.1% | -2,218.7% | +1,317.0% |
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 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