+517.0%
MA vs URA
+356.0%
+161.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +1.5% | +7.4% | -5.9% | -0.2% |
| 3M | +20.4% | -8.4% | +28.8% | +21.7% |
| 6M | +11.1% | -12.7% | +23.9% | +12.4% |
| YTD | +2.0% | +7.8% | -5.8% | -3.1% |
| 1Y | -2.2% | +19.5% | -21.6% | -10.8% |
| 3Y | +41.9% | +116.4% | -74.5% | +4.5% |
| 5Y | +75.4% | +134.3% | -58.9% | +19.1% |
| All | +517.0% | +356.0% | +161.0% | +193.8% |
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