+203.4%
URI vs MOD
+1,486.5%
-1,283.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.4% |
| 7D | -2.0% | +9.6% | -11.6% | -4.6% |
| 30D | -12.9% | 0.0% | -13.0% | -13.1% |
| 3M | -6.7% | -35.4% | +28.6% | +4.4% |
| 6M | +19.0% | -7.3% | +26.3% | +17.4% |
| YTD | +25.5% | +45.8% | -20.3% | +4.9% |
| 1Y | +5.5% | +43.1% | -37.6% | -13.4% |
| 3Y | +111.3% | +297.7% | -186.4% | +4.9% |
| All | +203.4% | +1,486.5% | -1,283.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling