+57.4%
MAR vs USAR
-49.3%
+106.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +7.9% | +2.0% |
| 7D | +7.7% | -21.8% | +29.5% | +7.7% |
| 30D | +19.4% | -39.9% | +59.3% | +19.4% |
| 3M | +23.3% | -52.5% | +75.9% | +23.4% |
| 6M | +22.8% | -67.9% | +90.8% | +23.1% |
| YTD | +37.8% | -31.1% | +68.9% | +37.2% |
| 1Y | +57.4% | -49.8% | +107.2% | +58.2% |
| All | +57.4% | -49.3% | +106.7% | +58.2% |
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 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