+1,135.8%
URI vs MTSI
+465.0%
+670.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | +0.5% |
| 7D | +6.7% | +10.0% | -3.3% | +3.4% |
| 30D | +8.9% | -20.3% | +29.2% | +15.0% |
| 3M | +0.5% | -24.4% | +25.0% | +6.8% |
| 6M | +20.7% | -39.2% | +59.8% | +35.0% |
| YTD | +40.0% | +35.5% | +4.6% | +16.4% |
| 1Y | +34.4% | +43.0% | -8.6% | +9.5% |
| 3Y | +149.5% | +196.3% | -46.8% | +50.5% |
| 5Y | +205.6% | +210.0% | -4.5% | +77.7% |
| All | +1,135.8% | +465.0% | +670.8% | +383.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling