+141.7%
MS vs USAR
-21.7%
+163.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.6% |
| 7D | +0.8% | -9.1% | +9.9% | +1.1% |
| 30D | -0.7% | -36.9% | +36.2% | +0.9% |
| 3M | -12.4% | -58.4% | +46.0% | -9.7% |
| 6M | -1.7% | -70.6% | +68.9% | +1.8% |
| YTD | +8.0% | -33.4% | +41.5% | +10.2% |
| 1Y | +16.2% | -54.0% | +70.2% | +18.8% |
| 3Y | +171.3% | -22.7% | +193.9% | +160.9% |
| All | +141.7% | -21.7% | +163.5% | +118.8% |
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