+498.8%
MAR vs URA
+266.3%
+232.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.1% |
| 7D | +1.6% | -1.5% | +3.2% | +1.9% |
| 30D | +13.8% | -10.4% | +24.2% | +16.6% |
| 3M | +20.3% | -29.6% | +49.9% | +30.4% |
| 6M | +21.3% | -40.3% | +61.6% | +36.1% |
| YTD | +37.2% | -25.5% | +62.7% | +41.6% |
| 1Y | +48.4% | -26.4% | +74.9% | +52.9% |
| 3Y | +120.1% | +31.4% | +88.7% | +78.2% |
| 5Y | +182.1% | +28.6% | +153.5% | +120.6% |
| All | +498.8% | +266.3% | +232.5% | +183.9% |
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