+568.4%
MA vs URA
+289.1%
+279.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +11.8% | -14.8% | +26.6% | +15.2% |
| 3M | +17.2% | -25.3% | +42.5% | +23.4% |
| 6M | +33.4% | -39.9% | +73.3% | +45.9% |
| YTD | +16.1% | -22.4% | +38.6% | +17.3% |
| 1Y | +19.9% | -29.0% | +48.9% | +23.3% |
| 3Y | +70.1% | +41.0% | +29.1% | +37.7% |
| 5Y | +89.6% | +38.3% | +51.3% | +48.4% |
| 10Y | +568.4% | +276.1% | +292.4% | +203.0% |
| All | +568.4% | +289.1% | +279.4% | +203.0% |
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