+43.5%
MAS vs URA
+27.0%
+16.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.8% | -2.5% |
| 7D | +4.6% | -13.3% | +17.8% | +7.1% |
| 30D | +19.9% | -25.9% | +45.8% | +26.1% |
| 3M | +8.9% | -27.8% | +36.7% | +14.8% |
| 6M | +20.2% | -42.8% | +63.0% | +31.3% |
| YTD | +33.9% | -27.5% | +61.4% | +39.4% |
| 1Y | +34.7% | -35.1% | +69.8% | +42.6% |
| 3Y | +60.4% | +31.1% | +29.3% | +41.0% |
| 5Y | +43.5% | +29.8% | +13.7% | +18.3% |
| All | +43.5% | +27.0% | +16.5% | +18.3% |
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