+1,179.9%
URI vs MSI
+597.7%
+582.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.2% |
| 7D | -2.0% | -3.7% | +1.7% | +0.2% |
| 30D | -12.9% | +6.8% | -19.8% | -16.9% |
| 3M | -6.7% | +14.3% | -21.0% | -15.0% |
| 6M | +19.0% | -1.6% | +20.6% | +18.2% |
| YTD | +25.5% | +22.8% | +2.7% | +7.4% |
| 1Y | +5.5% | -1.1% | +6.6% | +3.5% |
| 3Y | +111.3% | +70.5% | +40.8% | +39.7% |
| 5Y | +198.6% | +102.8% | +95.8% | +71.9% |
| All | +1,179.9% | +597.7% | +582.2% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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