+203.4%
URI vs MSI
+103.4%
+100.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -2.0% | -3.7% | +1.7% | -0.2% |
| 30D | -12.9% | +6.8% | -19.8% | -16.2% |
| 3M | -6.7% | +14.3% | -21.0% | -13.6% |
| 6M | +19.0% | -1.6% | +20.6% | +19.0% |
| YTD | +25.5% | +22.8% | +2.7% | +9.9% |
| 1Y | +5.5% | -1.1% | +6.6% | +4.7% |
| 3Y | +111.3% | +70.5% | +40.8% | +43.0% |
| All | +203.4% | +103.4% | +100.0% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling