+791.6%
MOD vs URA
+32.3%
+759.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +5.3% |
| 7D | -17.8% | +0.3% | -18.1% | -17.7% |
| 30D | -43.2% | -14.8% | -28.4% | -37.4% |
| 3M | -46.0% | -25.3% | -20.7% | -36.3% |
| 6M | -62.2% | -39.9% | -22.3% | -49.8% |
| YTD | -22.8% | -22.4% | -0.4% | -12.4% |
| 1Y | -35.5% | -29.0% | -6.5% | -23.0% |
| 3Y | +128.2% | +41.0% | +87.3% | +90.0% |
| 5Y | +791.6% | +38.3% | +753.3% | +596.9% |
| All | +791.6% | +32.3% | +759.3% | +596.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling