-2.2%
MA vs USAR
+27.9%
-30.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.8% |
| 30D | +1.5% | +2.6% | -1.1% | +1.6% |
| 3M | +20.4% | -35.0% | +55.4% | +19.7% |
| 6M | +11.1% | -6.9% | +18.0% | +10.5% |
| YTD | +2.0% | +48.0% | -46.0% | +0.3% |
| 1Y | -2.2% | +24.8% | -27.0% | -3.9% |
| All | -2.2% | +27.9% | -30.0% | -3.9% |
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