+38.8%
URI vs MSTU
-89.5%
+128.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | -9.8% | -4.3% | -5.5% | -9.6% |
| 30D | +1.7% | -34.6% | +36.3% | +3.7% |
| 3M | -9.1% | +39.0% | -48.1% | -12.4% |
| 6M | +9.9% | -70.5% | +80.4% | +15.1% |
| YTD | +31.2% | -68.6% | +99.8% | +32.2% |
| 1Y | +25.9% | -88.6% | +114.6% | +35.6% |
| All | +38.8% | -89.5% | +128.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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