+2,693.8%
MA vs URA
-53.7%
+2,747.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -1.3% |
| 7D | +3.2% | -13.3% | +16.5% | +6.5% |
| 30D | +15.9% | -25.9% | +41.8% | +23.9% |
| 3M | +15.2% | -27.8% | +42.9% | +23.1% |
| 6M | +32.4% | -42.8% | +75.2% | +48.0% |
| YTD | +15.6% | -27.5% | +43.1% | +19.3% |
| 1Y | +19.3% | -35.1% | +54.4% | +26.2% |
| 3Y | +73.0% | +31.1% | +41.9% | +42.3% |
| 5Y | +93.7% | +29.8% | +64.0% | +53.7% |
| 10Y | +575.0% | +265.1% | +309.8% | +248.7% |
| All | +2,693.8% | -53.7% | +2,747.5% | +2,218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling