+19.4%
MA vs USAR
-50.4%
+69.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.7% |
| 7D | -0.3% | -1.1% | +0.7% | -0.4% |
| 30D | +11.3% | -30.3% | +41.6% | +10.0% |
| 3M | +16.7% | -54.7% | +71.4% | +13.7% |
| 6M | +32.8% | -67.5% | +100.3% | +28.5% |
| YTD | +15.6% | -26.4% | +42.0% | +11.0% |
| All | +19.4% | -50.4% | +69.7% | +15.1% |
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