+67.0%
MA vs USAR
-21.7%
+88.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.3% |
| 7D | +1.8% | -9.1% | +10.9% | +1.7% |
| 30D | +11.8% | -36.9% | +48.8% | +11.1% |
| 3M | +17.2% | -58.4% | +75.6% | +15.6% |
| 6M | +33.4% | -70.6% | +104.0% | +31.3% |
| YTD | +16.1% | -33.4% | +49.6% | +15.1% |
| 1Y | +19.9% | -54.0% | +73.9% | +18.7% |
| 3Y | +70.1% | -22.7% | +92.7% | +79.5% |
| All | +67.0% | -21.7% | +88.7% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling