+140.2%
MAS vs URA
+359.3%
-219.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -0.8% | +1.1% | -1.8% | -1.0% |
| 30D | -5.6% | +7.4% | -13.0% | -7.1% |
| 3M | +4.4% | -8.4% | +12.8% | +5.8% |
| 6M | +7.2% | -12.7% | +19.9% | +9.4% |
| YTD | +16.1% | +7.8% | +8.3% | +12.4% |
| 1Y | +0.1% | +19.5% | -19.4% | -6.5% |
| 3Y | +28.3% | +116.4% | -88.1% | +0.1% |
| 5Y | +30.5% | +134.3% | -103.8% | -5.3% |
| All | +140.2% | +359.3% | -219.1% | +26.8% |
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