+94.2%
MUR vs SPY
+322.5%
-228.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -2.0% |
| 7D | +5.7% | -0.8% | +6.4% | +6.6% |
| 30D | +10.3% | -1.1% | +11.4% | +11.6% |
| 3M | +1.0% | +3.9% | -2.8% | -5.2% |
| 6M | +15.4% | +13.6% | +1.8% | -6.3% |
| YTD | +26.9% | +12.7% | +14.2% | +4.2% |
| 1Y | +55.1% | +17.5% | +37.6% | +19.9% |
| 3Y | -3.5% | +76.9% | -80.4% | -58.7% |
| 5Y | +126.3% | +83.6% | +42.7% | -9.2% |
| All | +94.2% | +322.5% | -228.2% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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