+1,530.3%
MOD vs URA
+128.0%
+1,402.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | +9.6% | +1.1% | +8.5% | +8.9% |
| 30D | 0.0% | +7.4% | -7.4% | -3.7% |
| 3M | -35.4% | -8.4% | -27.0% | -32.4% |
| 6M | -7.3% | -12.7% | +5.4% | -0.7% |
| YTD | +45.8% | +7.8% | +38.0% | +38.1% |
| 1Y | +43.1% | +19.5% | +23.7% | +28.1% |
| 3Y | +297.7% | +116.4% | +181.2% | +176.5% |
| All | +1,530.3% | +128.0% | +1,402.3% | +964.6% |
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