+286.3%
URI vs MSFU
+95.0%
+191.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.3% | -1.3% |
| 7D | -6.0% | +4.0% | -10.0% | -6.8% |
| 30D | +4.6% | -2.3% | +6.9% | +4.8% |
| 3M | -2.7% | +7.1% | -9.8% | -4.4% |
| 6M | +18.4% | +48.9% | -30.5% | +7.7% |
| YTD | +37.4% | +2.4% | +34.9% | +36.3% |
| 1Y | +30.4% | -8.1% | +38.5% | +33.1% |
| 3Y | +147.9% | +25.2% | +122.7% | +117.5% |
| All | +286.3% | +95.0% | +191.3% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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