+135.1%
MS vs USAR
-26.7%
+161.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.5% | +3.6% | -5.6% |
| 7D | -3.4% | -29.5% | +26.1% | -2.1% |
| 30D | -3.9% | -46.0% | +42.1% | -1.7% |
| 3M | -15.9% | -56.8% | +40.9% | -13.4% |
| 6M | -2.5% | -72.9% | +70.5% | +1.4% |
| YTD | +5.1% | -37.6% | +42.7% | +7.5% |
| 1Y | +13.0% | -56.0% | +69.0% | +15.8% |
| 3Y | +160.7% | -27.5% | +188.2% | +151.6% |
| All | +135.1% | -26.7% | +161.8% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling