+810.7%
MOD vs URA
+272.2%
+538.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.4% |
| 7D | +16.1% | +4.5% | +11.6% | +13.7% |
| 30D | -38.5% | -13.4% | -25.1% | -33.3% |
| 3M | -46.8% | -28.4% | -18.4% | -36.8% |
| 6M | -61.6% | -40.5% | -21.1% | -49.8% |
| YTD | -20.5% | -24.3% | +3.7% | -9.2% |
| 1Y | -28.0% | -28.8% | +0.8% | -14.9% |
| 3Y | +134.9% | +37.6% | +97.3% | +103.1% |
| 5Y | +833.2% | +30.7% | +802.5% | +686.3% |
| All | +810.7% | +272.2% | +538.5% | +237.5% |
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