+64.6%
MAR vs USAR
+73.6%
-9.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.7% | +2.3% | -4.0% | -1.7% |
| 30D | -6.9% | -8.6% | +1.7% | -7.0% |
| 3M | -15.8% | -20.5% | +4.7% | -15.9% |
| 6M | +1.9% | +1.2% | +0.7% | +2.2% |
| YTD | +6.6% | +48.4% | -41.8% | +7.7% |
| 1Y | +23.7% | +30.6% | -6.9% | +25.3% |
| 3Y | +64.6% | +73.6% | -9.1% | +71.4% |
| All | +64.6% | +73.6% | -9.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling