0.0%
MSFT vs USAR
+29.1%
-29.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -1.4% | +2.3% | -3.7% | -1.5% |
| 30D | -1.0% | -8.6% | +7.6% | -0.7% |
| 3M | +20.2% | -20.5% | +40.7% | +20.3% |
| 6M | +21.3% | +1.2% | +20.1% | +19.6% |
| YTD | +2.8% | +48.4% | -45.6% | +2.1% |
| 1Y | 0.0% | +30.6% | -30.7% | +4.9% |
| All | 0.0% | +29.1% | -29.1% | +4.9% |
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