+441.9%
MAR vs URI
+1,196.9%
-755.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.5% | +5.0% | -5.5% | -2.5% |
| 30D | -4.7% | -9.4% | +4.7% | -0.8% |
| 3M | -15.6% | -5.8% | -9.8% | -14.4% |
| 6M | +1.2% | +25.8% | -24.6% | -10.9% |
| YTD | +7.5% | +27.9% | -20.4% | -7.3% |
| 1Y | +26.6% | +9.7% | +16.9% | +16.4% |
| 3Y | +66.0% | +128.0% | -62.0% | +4.7% |
| 5Y | +154.1% | +212.4% | -58.3% | +32.8% |
| 10Y | +441.9% | +1,271.8% | -830.0% | +62.6% |
| All | +441.9% | +1,196.9% | -755.1% | +62.6% |
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 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