+40.4%
MAS vs URA
-32.2%
+72.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.8% |
| 7D | +14.2% | -10.5% | +24.7% | +16.2% |
| 30D | +26.8% | -18.6% | +45.5% | +31.3% |
| 3M | +13.1% | -23.0% | +36.2% | +18.2% |
| 6M | +27.9% | -40.3% | +68.2% | +38.5% |
| YTD | +38.7% | -23.5% | +62.1% | +45.2% |
| 1Y | +40.4% | -31.1% | +71.5% | +48.7% |
| All | +40.4% | -32.2% | +72.5% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling