+124.9%
MAR vs USAR
-13.4%
+138.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | +0.2% |
| 7D | +0.2% | -1.1% | +1.3% | +0.2% |
| 30D | +14.0% | -30.3% | +44.3% | +13.6% |
| 3M | +18.1% | -54.7% | +72.8% | +17.2% |
| 6M | +18.6% | -67.5% | +86.1% | +17.4% |
| YTD | +35.3% | -26.4% | +61.7% | +35.6% |
| 1Y | +44.5% | -49.5% | +94.0% | +44.3% |
| 3Y | +120.7% | -14.5% | +135.2% | +126.1% |
| All | +124.9% | -13.4% | +138.3% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling