+159.3%
MP vs USAR
-20.4%
+179.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +9.5% | -0.8% | +10.3% | +9.6% |
| 30D | -3.0% | -20.9% | +18.0% | +4.9% |
| 3M | -30.4% | -56.2% | +25.8% | -7.4% |
| 6M | -39.2% | -67.9% | +28.7% | -10.7% |
| YTD | -23.3% | -31.4% | +8.2% | -12.7% |
| 1Y | -32.6% | -45.1% | +12.4% | -19.3% |
| 3Y | +159.3% | -20.3% | +179.6% | +213.9% |
| All | +159.3% | -20.4% | +179.7% | +213.9% |
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