+58.2%
MSFT vs USAR
-21.7%
+79.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.4% | -2.0% |
| 7D | +2.3% | -9.1% | +11.4% | +2.5% |
| 30D | -0.4% | -36.9% | +36.6% | +0.5% |
| 3M | +5.6% | -58.4% | +64.0% | +7.3% |
| 6M | +29.0% | -70.6% | +99.6% | +31.3% |
| YTD | +10.9% | -33.4% | +44.4% | +12.3% |
| 1Y | +6.2% | -54.0% | +60.3% | +7.6% |
| 3Y | +47.6% | -22.7% | +70.3% | +50.0% |
| All | +58.2% | -21.7% | +79.9% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling