+19.0%
URI vs MTSI
+10.3%
+8.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.8% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | -12.9% | +2.1% | -15.0% | -13.6% |
| 3M | -6.7% | -29.7% | +23.0% | +0.7% |
| 6M | +19.0% | +12.5% | +6.5% | +7.9% |
| All | +19.0% | +10.3% | +8.7% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling