+47.4%
MAS vs URA
+32.3%
+15.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.8% |
| 7D | +14.2% | -10.5% | +24.7% | +16.3% |
| 30D | +26.8% | -18.6% | +45.5% | +31.2% |
| 3M | +13.1% | -23.0% | +36.2% | +18.0% |
| 6M | +27.9% | -40.3% | +68.2% | +38.8% |
| YTD | +38.7% | -23.5% | +62.1% | +43.0% |
| 1Y | +40.4% | -31.1% | +71.5% | +47.1% |
| 3Y | +66.1% | +38.3% | +27.8% | +44.7% |
| 5Y | +47.4% | +34.6% | +12.8% | +20.7% |
| All | +47.4% | +32.3% | +15.1% | +20.7% |
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 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