+202.4%
URI vs MAS
+48.4%
+154.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.6% | -10.0% | -8.2% |
| 7D | -4.3% | +14.2% | -18.5% | -13.0% |
| 30D | +4.6% | +26.8% | -22.2% | -11.6% |
| 3M | -2.1% | +13.1% | -15.3% | -10.8% |
| 6M | +21.9% | +27.9% | -6.0% | +0.4% |
| YTD | +39.7% | +38.7% | +1.0% | +7.0% |
| 1Y | +32.9% | +40.4% | -7.5% | +0.6% |
| 3Y | +155.8% | +66.1% | +89.7% | +68.3% |
| 5Y | +202.4% | +47.4% | +155.0% | +117.2% |
| All | +202.4% | +48.4% | +154.0% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling