+92.3%
MA vs URI
+166.6%
-74.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +2.3% | -9.8% | +12.1% | +4.5% |
| 30D | +14.7% | +1.7% | +12.9% | +14.1% |
| 3M | +13.5% | -9.1% | +22.6% | +15.4% |
| 6M | +33.1% | +9.9% | +23.3% | +28.9% |
| YTD | +15.1% | +31.2% | -16.1% | +4.6% |
| 1Y | +18.7% | +25.9% | -7.2% | +9.1% |
| 3Y | +72.1% | +147.4% | -75.3% | +20.8% |
| All | +92.3% | +166.6% | -74.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling