+6,893.4%
URI vs MSI
+919.1%
+5,974.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | -2.0% | -3.7% | +1.7% | -0.5% |
| 30D | -12.9% | +6.8% | -19.8% | -15.5% |
| 3M | -6.7% | +14.3% | -21.0% | -12.1% |
| 6M | +19.0% | -1.6% | +20.6% | +18.5% |
| YTD | +25.5% | +22.8% | +2.7% | +14.1% |
| 1Y | +5.5% | -1.1% | +6.6% | +4.3% |
| 3Y | +111.3% | +70.5% | +40.8% | +66.6% |
| 5Y | +198.6% | +102.8% | +95.8% | +119.5% |
| 10Y | +1,179.9% | +597.4% | +582.5% | +494.1% |
| All | +6,893.4% | +919.1% | +5,974.3% | +1,730.5% |
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