+32.9%
URI vs MTSI
+59.5%
-26.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -4.3% | -10.7% | +6.3% | -2.7% |
| 30D | +4.6% | -29.0% | +33.6% | +10.0% |
| 3M | -2.1% | -14.7% | +12.6% | -0.7% |
| 6M | +21.9% | -20.1% | +42.0% | +24.2% |
| YTD | +39.7% | +36.1% | +3.6% | +29.7% |
| 1Y | +32.9% | +61.7% | -28.9% | +19.2% |
| All | +32.9% | +59.5% | -26.7% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling