+569.6%
MA vs URI
+1,246.1%
-676.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.9% |
| 7D | -1.8% | +2.6% | -4.4% | -2.7% |
| 30D | +11.0% | +9.1% | +2.0% | +7.9% |
| 3M | +17.9% | +1.0% | +16.9% | +16.8% |
| 6M | +33.2% | +23.3% | +9.8% | +23.0% |
| YTD | +16.5% | +43.3% | -26.8% | +0.1% |
| 1Y | +19.1% | +35.9% | -16.8% | +4.1% |
| 3Y | +70.6% | +158.6% | -88.1% | +13.6% |
| 5Y | +92.1% | +213.1% | -121.0% | +14.5% |
| 10Y | +569.6% | +1,213.1% | -643.5% | +153.5% |
| All | +569.6% | +1,246.1% | -676.5% | +153.5% |
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