+44.4%
MP vs USAR
-19.0%
+63.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.9% | +0.8% | -3.0% |
| 7D | -12.5% | -21.8% | +9.2% | -4.7% |
| 30D | -23.3% | -39.9% | +16.6% | -8.5% |
| 3M | -24.4% | -52.5% | +28.2% | -1.9% |
| 6M | -45.8% | -67.9% | +22.2% | -20.2% |
| YTD | -28.9% | -31.1% | +2.2% | -19.1% |
| 1Y | -34.6% | -49.8% | +15.2% | -19.5% |
| 3Y | +118.7% | -19.9% | +138.6% | +124.9% |
| All | +44.4% | -19.0% | +63.4% | +47.9% |
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 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