+2,406.4%
URI vs MTSI
+896.6%
+1,509.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -18.4% | +11.2% | -1.4% |
| 7D | -12.9% | -24.6% | +11.7% | -5.5% |
| 30D | -3.4% | -45.7% | +42.3% | +14.9% |
| 3M | -10.0% | -27.7% | +17.7% | -3.6% |
| 6M | +12.2% | -37.3% | +49.5% | +23.2% |
| YTD | +29.8% | +11.1% | +18.6% | +16.4% |
| 1Y | +24.6% | +27.2% | -2.6% | +6.4% |
| 3Y | +137.6% | +153.7% | -16.1% | +55.9% |
| 5Y | +176.6% | +159.0% | +17.6% | +77.3% |
| 10Y | +1,402.6% | +405.6% | +997.0% | +554.6% |
| All | +2,406.4% | +896.6% | +1,509.8% | +749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling