+68.5%
MA vs USAR
-21.3%
+89.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.3% |
| 7D | -0.5% | +8.8% | -9.3% | -0.3% |
| 30D | +7.9% | -28.5% | +36.4% | +7.4% |
| 3M | +16.8% | -56.2% | +72.9% | +15.4% |
| 6M | +31.0% | -68.4% | +99.4% | +29.0% |
| YTD | +15.0% | -32.2% | +47.2% | +14.1% |
| 1Y | +17.0% | -52.3% | +69.3% | +15.9% |
| All | +68.5% | -21.3% | +89.7% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling