+551.0%
MOD vs URA
-51.1%
+602.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.1% | -20.4% | -20.9% |
| 7D | -31.3% | -10.5% | -20.8% | -27.1% |
| 30D | -46.1% | -18.6% | -27.5% | -39.7% |
| 3M | -51.1% | -23.0% | -28.1% | -43.9% |
| 6M | -62.1% | -40.3% | -21.8% | -50.3% |
| YTD | -26.2% | -23.5% | -2.7% | -16.1% |
| 1Y | -32.6% | -31.1% | -1.5% | -18.9% |
| 3Y | +133.8% | +38.3% | +95.5% | +97.8% |
| 5Y | +792.8% | +34.6% | +758.1% | +619.6% |
| 10Y | +959.8% | +285.4% | +674.4% | +339.7% |
| All | +551.0% | -51.1% | +602.1% | +643.3% |
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