+33.1%
URI vs MTSI
+32.8%
+0.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.0% | -2.1% | +5.2% |
| 7D | -4.0% | +3.5% | -7.5% | -4.8% |
| 30D | +6.8% | -30.3% | +37.1% | +12.7% |
| 3M | -2.8% | -26.0% | +23.2% | +1.0% |
| 6M | +20.9% | -36.1% | +56.9% | +28.1% |
| YTD | +40.2% | +34.3% | +6.0% | +26.8% |
| All | +33.1% | +32.8% | +0.3% | +21.5% |
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