+162.4%
MAR vs URA
+124.0%
+38.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -4.2% | +1.1% | -5.2% | -4.4% |
| 30D | -6.7% | +7.4% | -14.1% | -8.1% |
| 3M | -12.5% | -8.4% | -4.1% | -11.5% |
| 6M | +0.6% | -12.7% | +13.3% | +2.1% |
| YTD | +9.1% | +7.8% | +1.3% | +4.4% |
| 1Y | +26.2% | +19.5% | +6.8% | +15.6% |
| 3Y | +68.2% | +116.4% | -48.3% | +25.7% |
| All | +162.4% | +124.0% | +38.4% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling