+1,222.8%
MAR vs URA
-51.6%
+1,274.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.5% |
| 7D | +4.3% | -4.1% | +8.4% | +5.5% |
| 30D | +16.8% | -19.0% | +35.8% | +23.7% |
| 3M | +16.0% | -25.1% | +41.2% | +25.0% |
| 6M | +16.5% | -44.5% | +60.9% | +35.5% |
| YTD | +35.0% | -24.3% | +59.4% | +39.8% |
| 1Y | +49.4% | -28.1% | +77.5% | +56.2% |
| 3Y | +124.1% | +40.7% | +83.4% | +76.8% |
| 5Y | +159.2% | +35.5% | +123.7% | +98.5% |
| 10Y | +553.9% | +281.2% | +272.8% | +209.5% |
| All | +1,222.8% | -51.6% | +1,274.4% | +1,078.2% |
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 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