+30.4%
URI vs MSI
+36.5%
-6.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -6.0% | +7.4% | -13.4% | -6.5% |
| 30D | +4.6% | +18.7% | -14.1% | +2.8% |
| 3M | -2.7% | +14.5% | -17.1% | -4.1% |
| 6M | +18.4% | +38.1% | -19.7% | +12.9% |
| YTD | +37.4% | +38.7% | -1.4% | +28.4% |
| 1Y | +30.4% | +35.4% | -5.0% | +28.9% |
| All | +30.4% | +36.5% | -6.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling