+7,128.3%
URI vs MSI
+1,028.6%
+6,099.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.0% | -11.1% | -8.7% |
| 7D | -12.9% | +5.1% | -18.0% | -14.8% |
| 30D | -3.4% | +13.3% | -16.7% | -8.3% |
| 3M | -10.0% | +18.3% | -28.3% | -16.4% |
| 6M | +12.2% | +18.7% | -6.5% | +3.4% |
| YTD | +29.8% | +36.0% | -6.2% | +13.0% |
| 1Y | +24.6% | +32.6% | -8.0% | +9.5% |
| 3Y | +137.6% | +78.3% | +59.3% | +83.6% |
| 5Y | +176.6% | +121.6% | +55.0% | +95.9% |
| 10Y | +1,402.6% | +689.0% | +713.6% | +563.5% |
| All | +7,128.3% | +1,028.6% | +6,099.7% | +1,712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling