+827.5%
MAS vs URA
-31.1%
+858.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | +4.4% | -8.4% | +12.8% | +6.3% |
| 6M | +7.2% | -12.7% | +19.9% | +10.1% |
| YTD | +16.1% | +7.8% | +8.3% | +11.0% |
| 1Y | +0.1% | +19.5% | -19.4% | -8.7% |
| 3Y | +28.3% | +116.4% | -88.1% | -7.4% |
| 5Y | +30.5% | +134.3% | -103.8% | -14.2% |
| 10Y | +139.1% | +359.3% | -220.1% | +9.2% |
| All | +827.5% | -31.1% | +858.6% | +740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling