+1,064.5%
MOD vs URA
+266.3%
+798.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.6% | +29.5% | +28.7% |
| 7D | +40.4% | -1.5% | +42.0% | +41.5% |
| 30D | -14.0% | -10.4% | -3.6% | -8.6% |
| 3M | -33.3% | -29.6% | -3.7% | -20.2% |
| 6M | -51.4% | -40.3% | -11.1% | -36.6% |
| YTD | +1.6% | -25.5% | +27.1% | +16.8% |
| 1Y | +5.4% | -26.4% | +31.8% | +22.2% |
| 3Y | +191.0% | +31.4% | +159.6% | +156.1% |
| 5Y | +1,093.1% | +28.6% | +1,064.6% | +911.8% |
| All | +1,064.5% | +266.3% | +798.2% | +334.3% |
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 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