+55.4%
MSFT vs USAR
-19.4%
+74.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | -1.8% | -20.9% | +19.1% | -1.4% |
| 3M | +5.6% | -56.2% | +61.8% | +7.3% |
| 6M | +29.8% | -67.9% | +97.7% | +32.0% |
| YTD | +9.0% | -31.4% | +40.4% | +10.3% |
| 1Y | +4.9% | -45.1% | +50.0% | +6.2% |
| 3Y | +46.2% | -20.3% | +66.5% | +48.5% |
| All | +55.4% | -19.4% | +74.8% | +61.9% |
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