+553.1%
MA vs URI
+1,374.0%
-820.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +2.3% | -9.8% | +12.1% | +5.3% |
| 30D | +14.7% | +1.7% | +12.9% | +13.8% |
| 3M | +13.5% | -9.1% | +22.6% | +16.1% |
| 6M | +33.1% | +9.9% | +23.3% | +27.6% |
| YTD | +15.1% | +31.2% | -16.1% | +1.8% |
| 1Y | +18.7% | +25.9% | -7.2% | +6.4% |
| 3Y | +72.1% | +147.4% | -75.3% | +16.8% |
| 5Y | +92.8% | +179.7% | -86.9% | +20.2% |
| All | +553.1% | +1,374.0% | -820.9% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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