+265.1%
MU vs USAR
-49.3%
+314.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.9% | -1.1% | -5.2% |
| 7D | -19.1% | -21.8% | +2.6% | -12.9% |
| 30D | -25.2% | -39.9% | +14.7% | -13.3% |
| 3M | -10.9% | -52.5% | +41.6% | +9.4% |
| 6M | +38.0% | -67.9% | +105.9% | +86.5% |
| YTD | +178.8% | -31.1% | +209.9% | +224.2% |
| 1Y | +265.1% | -49.8% | +315.0% | +343.9% |
| All | +265.1% | -49.3% | +314.4% | +343.9% |
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