+145.7%
MS vs USAR
-18.3%
+164.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | +0.9% | -30.1% | +31.0% | +2.2% |
| 3M | -10.8% | -56.3% | +45.5% | -8.3% |
| 6M | +0.9% | -68.6% | +69.5% | +4.3% |
| YTD | +9.8% | -30.5% | +40.3% | +11.8% |
| 1Y | +17.1% | -53.5% | +70.6% | +19.5% |
| 3Y | +175.7% | -19.3% | +195.0% | +164.7% |
| All | +145.7% | -18.3% | +164.0% | +122.0% |
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