+713.8%
MOD vs URA
+27.0%
+686.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.3% | -2.0% | -4.3% |
| 7D | -34.2% | -13.3% | -20.9% | -28.4% |
| 30D | -51.9% | -25.9% | -26.0% | -42.8% |
| 3M | -53.0% | -27.8% | -25.3% | -43.6% |
| 6M | -66.4% | -42.8% | -23.5% | -54.2% |
| YTD | -31.5% | -27.5% | -4.0% | -19.4% |
| 1Y | -39.6% | -35.1% | -4.4% | -24.3% |
| 3Y | +116.8% | +31.1% | +85.8% | +88.2% |
| 5Y | +713.8% | +29.8% | +684.0% | +561.0% |
| All | +713.8% | +27.0% | +686.8% | +561.0% |
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