+72.9%
MA vs URI
+136.1%
-63.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.1% | +4.6% | -1.7% |
| 7D | +3.2% | -12.9% | +16.1% | +4.6% |
| 30D | +15.9% | -3.4% | +19.4% | +16.3% |
| 3M | +15.2% | -10.0% | +25.2% | +16.2% |
| 6M | +32.4% | +12.2% | +20.2% | +29.7% |
| YTD | +15.6% | +29.8% | -14.1% | +9.6% |
| 1Y | +19.3% | +24.6% | -5.3% | +14.0% |
| All | +72.9% | +136.1% | -63.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling