+26.0%
MAR vs USAR
+13.1%
+12.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.7% |
| 7D | -0.5% | -11.6% | +11.1% | -0.5% |
| 30D | -5.4% | -15.5% | +10.1% | -5.4% |
| 3M | -15.5% | -31.0% | +15.5% | -15.3% |
| 6M | +3.0% | -26.2% | +29.2% | +2.5% |
| YTD | +8.5% | +30.8% | -22.2% | +8.2% |
| 1Y | +26.0% | +7.1% | +18.9% | +23.7% |
| All | +26.0% | +13.1% | +12.9% | +23.7% |
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