+498.8%
MAR vs URI
+1,173.3%
-674.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | +1.6% | +6.7% | -5.1% | -1.4% |
| 30D | +13.8% | +8.9% | +4.9% | +9.2% |
| 3M | +20.3% | +0.5% | +19.7% | +18.9% |
| 6M | +21.3% | +20.7% | +0.7% | +9.4% |
| YTD | +37.2% | +40.0% | -2.8% | +12.5% |
| 1Y | +48.4% | +34.4% | +14.0% | +23.9% |
| 3Y | +120.1% | +149.5% | -29.3% | +31.3% |
| 5Y | +182.1% | +205.6% | -23.5% | +46.2% |
| All | +498.8% | +1,173.3% | -674.6% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling