+539.2%
MAR vs URA
+277.9%
+261.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +1.0% | +2.9% | -1.9% | +0.1% |
| 30D | +16.2% | -10.8% | +27.0% | +19.2% |
| 3M | +23.1% | -25.5% | +48.6% | +31.5% |
| 6M | +22.0% | -41.2% | +63.2% | +37.6% |
| YTD | +39.2% | -21.3% | +60.4% | +41.6% |
| 1Y | +48.3% | -25.7% | +74.0% | +52.7% |
| 3Y | +123.4% | +43.1% | +80.3% | +76.6% |
| 5Y | +185.4% | +35.6% | +149.8% | +120.4% |
| 10Y | +539.2% | +281.3% | +257.9% | +217.7% |
| All | +539.2% | +277.9% | +261.3% | +217.7% |
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