+66.3%
MA vs USAR
-26.7%
+92.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.5% | +7.0% | -2.7% |
| 7D | +3.2% | -29.5% | +32.6% | +2.6% |
| 30D | +15.9% | -46.0% | +61.9% | +14.8% |
| 3M | +15.2% | -56.8% | +71.9% | +13.7% |
| 6M | +32.4% | -72.9% | +105.3% | +30.1% |
| YTD | +15.6% | -37.6% | +53.3% | +14.5% |
| 1Y | +19.3% | -56.0% | +75.3% | +17.9% |
| 3Y | +73.0% | -27.5% | +100.5% | +82.3% |
| All | +66.3% | -26.7% | +92.9% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling