+9.0%
MSFT vs USAR
-49.3%
+58.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.9% | +12.5% | +7.1% |
| 7D | +4.7% | -21.8% | +26.4% | +6.4% |
| 30D | +5.8% | -39.9% | +45.8% | +9.5% |
| 3M | +13.0% | -52.5% | +65.5% | +18.5% |
| 6M | +34.9% | -67.9% | +102.9% | +43.2% |
| YTD | +15.7% | -31.1% | +46.7% | +18.1% |
| 1Y | +9.0% | -49.8% | +58.8% | +12.9% |
| All | +9.0% | -49.3% | +58.2% | +12.9% |
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