+73.1%
MA vs URI
+200.7%
-127.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | +1.5% | -12.9% | +14.5% | +4.5% |
| 3M | +20.4% | -6.7% | +27.2% | +21.6% |
| 6M | +11.1% | +19.0% | -7.9% | +4.8% |
| YTD | +2.0% | +25.5% | -23.6% | -6.2% |
| 1Y | -2.2% | +5.5% | -7.7% | -5.7% |
| 3Y | +41.9% | +111.3% | -69.4% | +4.9% |
| All | +73.1% | +200.7% | -127.6% | +3.6% |
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 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