+47.7%
MP vs USAR
-18.3%
+66.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -0.8% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | -15.3% | -30.1% | +14.8% | -4.3% |
| 3M | -33.5% | -56.3% | +22.8% | -11.5% |
| 6M | -45.5% | -68.6% | +23.1% | -19.5% |
| YTD | -27.3% | -30.5% | +3.3% | -17.6% |
| 1Y | -40.7% | -53.5% | +12.8% | -25.7% |
| 3Y | +145.9% | -19.3% | +165.1% | +151.5% |
| All | +47.7% | -18.3% | +66.1% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling