+65.5%
MA vs USAR
-18.7%
+84.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -0.3% |
| 7D | +2.3% | -14.5% | +16.8% | +2.1% |
| 30D | +14.7% | -37.8% | +52.5% | +13.9% |
| 3M | +13.5% | -52.8% | +66.3% | +12.3% |
| 6M | +33.1% | -71.2% | +104.4% | +31.0% |
| YTD | +15.1% | -30.9% | +45.9% | +14.1% |
| 1Y | +18.7% | -48.0% | +66.7% | +17.6% |
| 3Y | +72.1% | -19.7% | +91.8% | +81.7% |
| All | +65.5% | -18.7% | +84.2% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling