+204.5%
URI vs MSI
+124.3%
+80.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | +6.7% | +3.2% | +3.5% | +5.2% |
| 30D | +8.9% | +17.6% | -8.7% | +0.4% |
| 3M | +0.5% | +14.5% | -14.0% | -6.4% |
| 6M | +20.7% | +34.3% | -13.6% | +2.7% |
| YTD | +40.0% | +39.7% | +0.3% | +14.7% |
| 1Y | +34.4% | +40.2% | -5.8% | +9.8% |
| 3Y | +149.5% | +77.1% | +72.3% | +68.1% |
| All | +204.5% | +124.3% | +80.2% | +64.8% |
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