+48.3%
MAR vs USAR
-52.4%
+100.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.1% | +0.2% |
| 7D | +1.0% | +0.8% | +0.2% | +1.0% |
| 30D | +16.2% | -30.1% | +46.3% | +16.0% |
| 3M | +23.1% | -56.3% | +79.3% | +22.6% |
| 6M | +22.0% | -68.6% | +90.5% | +21.6% |
| YTD | +39.2% | -30.5% | +69.7% | +39.9% |
| 1Y | +48.3% | -53.5% | +101.7% | +47.1% |
| All | +48.3% | -52.4% | +100.7% | +47.1% |
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