+569.6%
MA vs URA
+277.9%
+291.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -1.8% | +2.9% | -4.7% | -2.4% |
| 30D | +11.0% | -10.8% | +21.8% | +13.3% |
| 3M | +17.9% | -25.5% | +43.4% | +24.2% |
| 6M | +33.2% | -41.2% | +74.4% | +46.3% |
| YTD | +16.5% | -21.3% | +37.8% | +17.3% |
| 1Y | +19.1% | -25.7% | +44.8% | +21.2% |
| 3Y | +70.6% | +43.1% | +27.5% | +37.6% |
| 5Y | +92.1% | +35.6% | +56.5% | +51.4% |
| 10Y | +569.6% | +281.3% | +288.3% | +201.5% |
| All | +569.6% | +277.9% | +291.7% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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