+1,340.7%
URI vs MSI
+676.2%
+664.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -9.8% | +4.7% | -14.5% | -12.5% |
| 30D | +1.7% | +14.8% | -13.0% | -6.8% |
| 3M | -9.1% | +8.8% | -17.9% | -14.2% |
| 6M | +9.9% | +19.3% | -9.4% | -3.6% |
| YTD | +31.2% | +35.3% | -4.1% | +5.3% |
| 1Y | +25.9% | +33.8% | -7.8% | +1.7% |
| 3Y | +147.4% | +74.4% | +72.9% | +61.6% |
| 5Y | +179.7% | +120.5% | +59.2% | +52.4% |
| All | +1,340.7% | +676.2% | +664.5% | +319.2% |
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