+215.9%
MAS vs URA
+278.3%
-62.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.8% |
| 7D | +2.0% | -4.1% | +6.1% | +2.8% |
| 30D | +19.4% | -19.0% | +38.4% | +24.3% |
| 3M | +9.4% | -25.1% | +34.6% | +15.6% |
| 6M | +15.3% | -44.5% | +59.8% | +29.0% |
| YTD | +31.3% | -24.3% | +55.6% | +36.3% |
| 1Y | +34.9% | -28.1% | +63.0% | +41.0% |
| 3Y | +58.6% | +40.7% | +17.9% | +35.8% |
| 5Y | +40.7% | +35.5% | +5.2% | +17.2% |
| All | +215.9% | +278.3% | -62.4% | +62.5% |
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