+203.4%
URI vs MAS
+32.0%
+171.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.5% |
| 30D | -12.9% | -5.6% | -7.4% | -9.6% |
| 3M | -6.7% | +4.4% | -11.2% | -10.9% |
| 6M | +19.0% | +7.2% | +11.8% | +10.6% |
| YTD | +25.5% | +16.1% | +9.4% | +9.5% |
| 1Y | +5.5% | +0.1% | +5.4% | +2.2% |
| 3Y | +111.3% | +28.3% | +83.0% | +68.5% |
| All | +203.4% | +32.0% | +171.4% | +135.8% |
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