+7,682.4%
URI vs MAS
+602.2%
+7,080.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.6% | -10.0% | -7.7% |
| 7D | -4.3% | +14.2% | -18.5% | -11.9% |
| 30D | +4.6% | +26.8% | -22.2% | -9.5% |
| 3M | -2.1% | +13.1% | -15.3% | -9.6% |
| 6M | +21.9% | +27.9% | -6.0% | +3.6% |
| YTD | +39.7% | +38.7% | +1.0% | +12.4% |
| 1Y | +32.9% | +40.4% | -7.5% | +5.9% |
| 3Y | +155.8% | +66.1% | +89.7% | +84.4% |
| 5Y | +202.4% | +47.4% | +155.0% | +132.2% |
| 10Y | +1,517.7% | +238.3% | +1,279.4% | +699.5% |
| All | +7,682.4% | +602.2% | +7,080.3% | +1,714.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling