+1,324.6%
URI vs MTSI
+395.1%
+929.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -18.4% | +11.2% | -1.2% |
| 7D | -12.9% | -24.6% | +11.7% | -5.1% |
| 30D | -3.4% | -45.7% | +42.3% | +15.9% |
| 3M | -10.0% | -27.7% | +17.7% | -3.3% |
| 6M | +12.2% | -37.3% | +49.5% | +23.6% |
| YTD | +29.8% | +11.1% | +18.6% | +15.2% |
| 1Y | +24.6% | +27.2% | -2.6% | +4.8% |
| 3Y | +137.6% | +153.7% | -16.1% | +50.3% |
| 5Y | +176.6% | +159.0% | +17.6% | +70.1% |
| All | +1,324.6% | +395.1% | +929.5% | +465.7% |
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