+226.4%
MU vs USAR
-54.5%
+280.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | +21.6% | +8.8% | +12.9% | +18.3% |
| 30D | -16.2% | -28.5% | +12.2% | -7.2% |
| 3M | -12.4% | -56.2% | +43.8% | +11.4% |
| 6M | +4.2% | -68.4% | +72.6% | +42.6% |
| YTD | +180.0% | -32.2% | +212.1% | +226.3% |
| 1Y | +226.4% | -52.3% | +278.7% | +293.7% |
| All | +226.4% | -54.5% | +280.9% | +293.7% |
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