+19.1%
MA vs URA
-26.7%
+45.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.4% |
| 7D | -1.8% | +2.9% | -4.7% | -1.6% |
| 30D | +11.0% | -10.8% | +21.8% | +10.3% |
| 3M | +17.9% | -25.5% | +43.4% | +16.0% |
| 6M | +33.2% | -41.2% | +74.4% | +30.5% |
| YTD | +16.5% | -21.3% | +37.8% | +12.4% |
| 1Y | +19.1% | -25.7% | +44.8% | +15.0% |
| All | +19.1% | -26.7% | +45.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling