-32.6%
MOD vs URA
-32.2%
-0.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.1% | -20.4% | -20.7% |
| 7D | -31.3% | -10.5% | -20.8% | -25.6% |
| 30D | -46.1% | -18.6% | -27.5% | -37.6% |
| 3M | -51.1% | -23.0% | -28.1% | -41.7% |
| 6M | -62.1% | -40.3% | -21.8% | -47.4% |
| YTD | -26.2% | -23.5% | -2.7% | -23.0% |
| 1Y | -32.6% | -31.1% | -1.5% | -21.3% |
| All | -32.6% | -32.2% | -0.4% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling