+22.5%
MA vs USAR
-49.3%
+71.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.9% | +9.8% | +3.7% |
| 7D | +10.2% | -21.8% | +32.0% | +9.3% |
| 30D | +19.3% | -39.9% | +59.3% | +17.3% |
| 3M | +18.0% | -52.5% | +70.5% | +15.2% |
| 6M | +33.7% | -67.9% | +101.6% | +29.2% |
| YTD | +18.6% | -31.1% | +49.7% | +13.7% |
| 1Y | +22.5% | -49.8% | +72.3% | +18.7% |
| All | +22.5% | -49.3% | +71.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling