+178.9%
MS vs USAR
+74.0%
+104.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +1.4% | -2.1% | +3.5% | +1.4% |
| 30D | -0.3% | +2.6% | -2.9% | -0.4% |
| 3M | +0.3% | -35.0% | +35.3% | +1.2% |
| 6M | +31.3% | -6.9% | +38.2% | +31.1% |
| YTD | +24.7% | +48.0% | -23.3% | +23.6% |
| 1Y | +47.9% | +24.8% | +23.1% | +47.0% |
| 3Y | +178.3% | +73.2% | +105.1% | +158.2% |
| All | +178.9% | +74.0% | +104.9% | +145.5% |
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