+115.2%
MUR vs SPY
+82.3%
+33.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.7% |
| 7D | +5.7% | -0.8% | +6.4% | +6.4% |
| 30D | +10.3% | -1.1% | +11.4% | +11.3% |
| 3M | +1.0% | +3.9% | -2.8% | -3.5% |
| 6M | +15.4% | +13.6% | +1.8% | -1.1% |
| YTD | +26.9% | +12.7% | +14.2% | +9.7% |
| 1Y | +55.1% | +17.5% | +37.6% | +28.0% |
| 3Y | -3.5% | +76.9% | -80.4% | -49.0% |
| All | +115.2% | +82.3% | +33.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling