+1,179.9%
URI vs MTSI
+514.0%
+665.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.4% |
| 30D | -12.9% | +2.1% | -15.0% | -14.3% |
| 3M | -6.7% | -29.7% | +23.0% | +2.9% |
| 6M | +19.0% | +12.5% | +6.5% | +10.0% |
| YTD | +25.5% | +57.0% | -31.5% | +2.0% |
| 1Y | +5.5% | +103.9% | -98.4% | -22.8% |
| 3Y | +111.3% | +223.6% | -112.3% | +26.5% |
| 5Y | +198.6% | +321.6% | -123.0% | +60.4% |
| All | +1,179.9% | +514.0% | +665.9% | +332.4% |
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