+503.6%
MOD vs URA
-53.7%
+557.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.3% | -2.0% | -4.5% |
| 7D | -34.2% | -13.3% | -20.9% | -28.9% |
| 30D | -51.9% | -25.9% | -26.0% | -43.4% |
| 3M | -53.0% | -27.8% | -25.3% | -44.2% |
| 6M | -66.4% | -42.8% | -23.5% | -54.8% |
| YTD | -31.5% | -27.5% | -4.0% | -19.9% |
| 1Y | -39.6% | -35.1% | -4.4% | -24.9% |
| 3Y | +116.8% | +31.1% | +85.8% | +88.8% |
| 5Y | +713.8% | +29.8% | +684.0% | +569.7% |
| 10Y | +882.7% | +265.1% | +617.6% | +319.8% |
| All | +503.6% | -53.7% | +557.3% | +609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling