+553.1%
MA vs URA
+278.3%
+274.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.4% |
| 7D | +2.3% | -4.1% | +6.4% | +3.1% |
| 30D | +14.7% | -19.0% | +33.7% | +19.3% |
| 3M | +13.5% | -25.1% | +38.6% | +19.4% |
| 6M | +33.1% | -44.5% | +77.6% | +48.0% |
| YTD | +15.1% | -24.3% | +39.4% | +16.8% |
| 1Y | +18.7% | -28.1% | +46.8% | +21.6% |
| 3Y | +72.1% | +40.7% | +31.4% | +39.1% |
| 5Y | +92.8% | +35.5% | +57.3% | +51.2% |
| All | +553.1% | +278.3% | +274.8% | +208.1% |
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