+70.7%
MA vs USAR
-20.4%
+91.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | +9.6% | -20.9% | +30.5% | +9.3% |
| 3M | +16.8% | -56.2% | +72.9% | +15.4% |
| 6M | +35.2% | -67.9% | +103.1% | +33.2% |
| YTD | +16.6% | -31.4% | +48.0% | +15.6% |
| 1Y | +19.8% | -45.1% | +64.8% | +18.7% |
| 3Y | +70.7% | -20.3% | +91.0% | +85.2% |
| All | +70.7% | -20.4% | +91.1% | +85.2% |
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