+147.4%
URI vs MSI
+77.7%
+69.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -9.8% | +4.7% | -14.5% | -11.1% |
| 30D | +1.7% | +14.8% | -13.0% | -2.5% |
| 3M | -9.1% | +8.8% | -17.9% | -11.5% |
| 6M | +9.9% | +19.3% | -9.4% | +3.2% |
| YTD | +31.2% | +35.3% | -4.1% | +16.4% |
| 1Y | +25.9% | +33.8% | -7.8% | +12.3% |
| 3Y | +147.4% | +74.4% | +72.9% | +84.0% |
| All | +147.4% | +77.7% | +69.7% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling