+978.0%
MU vs USAR
-21.3%
+999.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | +21.6% | +8.8% | +12.9% | +20.4% |
| 30D | -16.2% | -28.5% | +12.2% | -13.0% |
| 3M | -12.4% | -56.2% | +43.8% | -4.3% |
| 6M | +4.2% | -68.4% | +72.6% | +16.8% |
| YTD | +180.0% | -32.2% | +212.1% | +200.6% |
| 1Y | +226.4% | -52.3% | +278.7% | +253.7% |
| All | +978.0% | -21.3% | +999.3% | +1,063.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling