+176.6%
URI vs MOD
+720.4%
-543.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.3% | +0.2% | -5.1% |
| 7D | -12.9% | -34.2% | +21.2% | -3.0% |
| 30D | -3.4% | -51.9% | +48.5% | +16.8% |
| 3M | -10.0% | -53.0% | +43.0% | +8.7% |
| 6M | +12.2% | -66.4% | +78.5% | +46.2% |
| YTD | +29.8% | -31.5% | +61.3% | +31.4% |
| 1Y | +24.6% | -39.6% | +64.2% | +29.7% |
| 3Y | +137.6% | +116.8% | +20.8% | +36.6% |
| 5Y | +176.6% | +713.8% | -537.2% | -5.6% |
| All | +176.6% | +720.4% | -543.8% | -5.6% |
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