+1,218.8%
URI vs MSI
+689.5%
+529.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.6% | +4.3% | +5.3% |
| 7D | -4.0% | +8.3% | -12.4% | -8.8% |
| 30D | +6.8% | +18.9% | -12.1% | -4.1% |
| 3M | -2.8% | +13.2% | -16.0% | -10.4% |
| 6M | +20.9% | +38.3% | -17.4% | -2.8% |
| YTD | +40.2% | +38.9% | +1.4% | +10.9% |
| 1Y | +34.1% | +36.7% | -2.6% | +7.0% |
| 3Y | +164.1% | +76.6% | +87.6% | +71.8% |
| 5Y | +199.3% | +124.5% | +74.9% | +61.7% |
| 10Y | +1,218.8% | +674.5% | +544.3% | +282.9% |
| All | +1,218.8% | +689.5% | +529.3% | +282.9% |
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