+1,340.7%
URI vs MTSI
+448.7%
+892.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.7% | -2.4% |
| 7D | -9.8% | -10.0% | +0.2% | -7.3% |
| 30D | +1.7% | -37.2% | +38.9% | +16.2% |
| 3M | -9.1% | -30.1% | +21.0% | -0.9% |
| 6M | +9.9% | -31.9% | +41.8% | +17.7% |
| YTD | +31.2% | +23.2% | +8.0% | +12.4% |
| 1Y | +25.9% | +26.4% | -0.5% | +6.6% |
| 3Y | +147.4% | +186.2% | -38.8% | +50.1% |
| 5Y | +179.7% | +187.0% | -7.3% | +66.1% |
| All | +1,340.7% | +448.7% | +892.0% | +452.2% |
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 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