+1,182.4%
URI vs MSI
+670.3%
+512.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -6.0% | +7.4% | -13.4% | -10.2% |
| 30D | +4.6% | +18.7% | -14.1% | -6.0% |
| 3M | -2.7% | +14.5% | -17.1% | -10.9% |
| 6M | +18.4% | +38.1% | -19.7% | -4.7% |
| YTD | +37.4% | +38.7% | -1.4% | +8.7% |
| 1Y | +30.4% | +35.4% | -5.0% | +4.7% |
| 3Y | +147.9% | +75.1% | +72.8% | +62.2% |
| 5Y | +202.1% | +126.4% | +75.7% | +62.2% |
| 10Y | +1,182.4% | +671.4% | +511.0% | +271.4% |
| All | +1,182.4% | +670.3% | +512.1% | +271.4% |
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