+906.4%
MOD vs URA
+278.3%
+628.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +3.5% |
| 7D | -25.5% | -4.1% | -21.4% | -23.7% |
| 30D | -49.0% | -19.0% | -30.0% | -42.8% |
| 3M | -49.8% | -25.1% | -24.7% | -41.7% |
| 6M | -64.8% | -44.5% | -20.3% | -52.5% |
| YTD | -27.6% | -24.3% | -3.3% | -17.4% |
| 1Y | -35.2% | -28.1% | -7.1% | -23.8% |
| 3Y | +137.1% | +40.7% | +96.5% | +103.0% |
| 5Y | +760.3% | +35.5% | +724.8% | +611.6% |
| All | +906.4% | +278.3% | +628.1% | +307.9% |
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