+119.3%
MP vs USAR
+74.0%
+45.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | -2.9% | -2.1% | -0.7% | -2.1% |
| 30D | +13.8% | +2.6% | +11.2% | +12.8% |
| 3M | -16.7% | -35.0% | +18.3% | -4.1% |
| 6M | -11.5% | -6.9% | -4.6% | -9.9% |
| YTD | +7.9% | +48.0% | -40.0% | -5.9% |
| 1Y | -15.0% | +24.8% | -39.8% | -22.3% |
| 3Y | +153.5% | +73.2% | +80.3% | +98.7% |
| All | +119.3% | +74.0% | +45.3% | +72.1% |
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