+15,692.2%
MA vs URI
+3,375.2%
+12,317.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.1% | +4.6% | -0.6% |
| 7D | +3.2% | -12.9% | +16.1% | +6.9% |
| 30D | +15.9% | -3.4% | +19.4% | +16.8% |
| 3M | +15.2% | -10.0% | +25.2% | +17.8% |
| 6M | +32.4% | +12.2% | +20.2% | +26.8% |
| YTD | +15.6% | +29.8% | -14.1% | +4.3% |
| 1Y | +19.3% | +24.6% | -5.3% | +8.8% |
| 3Y | +73.0% | +137.6% | -64.6% | +27.5% |
| 5Y | +93.7% | +176.6% | -82.9% | +33.4% |
| 10Y | +575.0% | +1,402.6% | -827.6% | +173.6% |
| All | +15,692.2% | +3,375.2% | +12,317.0% | +3,390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling