-35.2%
MOD vs URA
-31.4%
-3.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +2.5% |
| 7D | -25.5% | -4.1% | -21.4% | -23.0% |
| 30D | -49.0% | -19.0% | -30.0% | -40.5% |
| 3M | -49.8% | -25.1% | -24.7% | -38.8% |
| 6M | -64.8% | -44.5% | -20.3% | -48.8% |
| YTD | -27.6% | -24.3% | -3.3% | -25.2% |
| 1Y | -35.2% | -28.1% | -7.1% | -28.2% |
| All | -35.2% | -31.4% | -3.8% | -28.2% |
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