+3.2%
MSFT vs USAR
-54.5%
+57.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.5% |
| 7D | -2.4% | +8.8% | -11.2% | -3.1% |
| 30D | -3.8% | -28.5% | +24.7% | -1.7% |
| 3M | +6.4% | -56.2% | +62.6% | +12.3% |
| 6M | +28.8% | -68.4% | +97.2% | +36.9% |
| YTD | +8.8% | -32.2% | +41.0% | +11.2% |
| 1Y | +3.2% | -52.3% | +55.5% | +7.1% |
| All | +3.2% | -54.5% | +57.6% | +7.1% |
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 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