+88.5%
MA vs URI
+203.0%
-114.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +1.3% | +6.7% | -5.4% | -0.2% |
| 30D | +9.6% | +8.9% | +0.7% | +7.4% |
| 3M | +16.8% | +0.5% | +16.2% | +16.1% |
| 6M | +35.2% | +20.7% | +14.5% | +28.1% |
| YTD | +16.6% | +40.0% | -23.5% | +4.3% |
| 1Y | +19.8% | +34.4% | -14.6% | +8.4% |
| 3Y | +70.7% | +149.5% | -78.8% | +20.1% |
| All | +88.5% | +203.0% | -114.5% | +19.5% |
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 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