+150.0%
MS vs USAR
-19.0%
+169.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.9% | +10.1% | +4.5% |
| 7D | +2.6% | -21.8% | +24.4% | +3.6% |
| 30D | +2.6% | -39.9% | +42.5% | +4.5% |
| 3M | -10.1% | -52.5% | +42.4% | -7.8% |
| 6M | +4.4% | -67.9% | +72.3% | +7.9% |
| YTD | +11.7% | -31.1% | +42.8% | +13.8% |
| 1Y | +20.9% | -49.8% | +70.8% | +23.5% |
| 3Y | +177.1% | -19.9% | +197.1% | +166.4% |
| All | +150.0% | -19.0% | +169.0% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling