+3,116.5%
MAR vs URI
+4,565.9%
-1,449.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +4.3% | -9.8% | +14.1% | +7.4% |
| 30D | +16.8% | +1.7% | +15.1% | +15.9% |
| 3M | +16.0% | -9.1% | +25.1% | +18.8% |
| 6M | +16.5% | +9.9% | +6.6% | +11.8% |
| YTD | +35.0% | +31.2% | +3.8% | +20.8% |
| 1Y | +49.4% | +25.9% | +23.4% | +35.2% |
| 3Y | +124.1% | +147.4% | -23.3% | +61.7% |
| 5Y | +159.2% | +179.7% | -20.6% | +77.3% |
| 10Y | +553.9% | +1,419.5% | -865.6% | +164.5% |
| All | +3,116.5% | +4,565.9% | -1,449.5% | +465.6% |
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 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