+28.7%
MSFT vs USAR
-70.2%
+98.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -1.9% |
| 7D | +1.7% | -14.5% | +16.2% | +3.1% |
| 30D | +0.2% | -37.8% | +38.0% | +4.6% |
| 3M | +6.4% | -52.8% | +59.1% | +13.5% |
| 6M | +28.7% | -71.2% | +99.9% | +36.1% |
| All | +28.7% | -70.2% | +98.9% | +36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling