+1,324.6%
URI vs MOD
+857.0%
+467.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.3% | +0.2% | -4.8% |
| 7D | -12.9% | -34.2% | +21.2% | -1.6% |
| 30D | -3.4% | -51.9% | +48.5% | +19.7% |
| 3M | -10.0% | -53.0% | +43.0% | +11.3% |
| 6M | +12.2% | -66.4% | +78.5% | +50.9% |
| YTD | +29.8% | -31.5% | +61.3% | +32.6% |
| 1Y | +24.6% | -39.6% | +64.2% | +31.0% |
| 3Y | +137.6% | +116.8% | +20.8% | +41.4% |
| 5Y | +176.6% | +713.8% | -537.2% | -4.4% |
| All | +1,324.6% | +857.0% | +467.6% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling