+1,340.7%
URI vs MOD
+911.6%
+429.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | -0.7% |
| 7D | -9.8% | -25.5% | +15.8% | -1.9% |
| 30D | +1.7% | -49.0% | +50.7% | +23.8% |
| 3M | -9.1% | -49.8% | +40.8% | +10.2% |
| 6M | +9.9% | -64.8% | +74.6% | +45.6% |
| YTD | +31.2% | -27.6% | +58.9% | +31.8% |
| 1Y | +25.9% | -35.2% | +61.1% | +29.5% |
| 3Y | +147.4% | +137.1% | +10.2% | +42.8% |
| 5Y | +179.7% | +760.3% | -580.5% | -5.0% |
| All | +1,340.7% | +911.6% | +429.1% | +305.0% |
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