+1,324.6%
URI vs MAS
+219.8%
+1,104.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.7% | -4.5% |
| 7D | -12.9% | +4.6% | -17.5% | -16.2% |
| 30D | -3.4% | +19.9% | -23.3% | -16.6% |
| 3M | -10.0% | +8.9% | -18.9% | -16.6% |
| 6M | +12.2% | +20.2% | -8.0% | -5.5% |
| YTD | +29.8% | +33.9% | -4.1% | -1.5% |
| 1Y | +24.6% | +34.7% | -10.1% | -6.1% |
| 3Y | +137.6% | +60.4% | +77.2% | +51.2% |
| 5Y | +176.6% | +43.5% | +133.2% | +89.4% |
| All | +1,324.6% | +219.8% | +1,104.8% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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