+81.4%
MAR vs USAR
+74.0%
+7.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -4.2% | -2.1% | -2.0% | -4.2% |
| 30D | -6.7% | +2.6% | -9.3% | -6.6% |
| 3M | -12.5% | -35.0% | +22.5% | -12.7% |
| 6M | +0.6% | -6.9% | +7.4% | +0.7% |
| YTD | +9.1% | +48.0% | -38.9% | +10.2% |
| 1Y | +26.2% | +24.8% | +1.4% | +27.8% |
| 3Y | +68.2% | +73.2% | -5.1% | +73.1% |
| All | +81.4% | +74.0% | +7.4% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling