+7,682.4%
URI vs MOD
+305.1%
+7,377.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.4% | +17.1% | +3.0% |
| 7D | -4.3% | -31.3% | +27.0% | +7.7% |
| 30D | +4.6% | -46.1% | +50.7% | +27.1% |
| 3M | -2.1% | -51.1% | +49.0% | +21.6% |
| 6M | +21.9% | -62.1% | +84.0% | +61.1% |
| YTD | +39.7% | -26.2% | +65.9% | +40.2% |
| 1Y | +32.9% | -32.6% | +65.4% | +35.6% |
| 3Y | +155.8% | +133.8% | +22.0% | +49.7% |
| 5Y | +202.4% | +792.8% | -590.3% | +2.2% |
| 10Y | +1,517.7% | +959.8% | +558.0% | +319.1% |
| All | +7,682.4% | +305.1% | +7,377.3% | +1,613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling