+1,159.2%
MU vs USAR
-18.3%
+1,177.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.4% | +7.5% | +11.4% |
| 7D | +2.0% | +0.8% | +1.2% | +2.1% |
| 30D | -18.0% | -30.1% | +12.1% | -14.6% |
| 3M | -6.6% | -56.3% | +49.7% | +2.0% |
| 6M | +2.0% | -68.6% | +70.6% | +14.2% |
| YTD | +184.5% | -30.5% | +215.0% | +204.5% |
| 1Y | +236.9% | -53.5% | +290.4% | +264.4% |
| 3Y | +987.0% | -19.3% | +1,006.2% | +1,010.3% |
| All | +1,159.2% | -18.3% | +1,177.5% | +1,147.8% |
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