+13.5%
MS vs USAR
-51.6%
+65.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.4% | -1.7% |
| 7D | -1.6% | -14.5% | +12.9% | 0.0% |
| 30D | -3.8% | -37.8% | +34.1% | +0.9% |
| 3M | -14.6% | -52.8% | +38.2% | -8.1% |
| 6M | -5.1% | -71.2% | +66.2% | +5.5% |
| YTD | +4.5% | -30.9% | +35.4% | +7.9% |
| 1Y | +13.5% | -48.0% | +61.6% | +18.8% |
| All | +13.5% | -51.6% | +65.1% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling