+179.2%
URI vs MTSI
+183.3%
-4.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.7% | -2.6% |
| 7D | -9.8% | -10.0% | +0.2% | -7.1% |
| 30D | +1.7% | -37.2% | +38.9% | +17.4% |
| 3M | -9.1% | -30.1% | +21.0% | -0.3% |
| 6M | +9.9% | -31.9% | +41.8% | +17.8% |
| YTD | +31.2% | +23.2% | +8.0% | +6.7% |
| 1Y | +25.9% | +26.4% | -0.5% | +0.8% |
| 3Y | +147.4% | +186.2% | -38.8% | +20.2% |
| All | +179.2% | +183.3% | -4.2% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling