+970.9%
MU vs USAR
-18.7%
+989.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.8% | -5.7% | +3.8% |
| 7D | -22.0% | -14.5% | -7.5% | -20.5% |
| 30D | -36.6% | -37.8% | +1.3% | -33.1% |
| 3M | -21.7% | -52.8% | +31.0% | -15.3% |
| 6M | +3.5% | -71.2% | +74.8% | +16.6% |
| YTD | +141.9% | -30.9% | +172.8% | +159.2% |
| 1Y | +189.8% | -48.0% | +237.9% | +212.6% |
| 3Y | +855.4% | -19.7% | +875.1% | +876.4% |
| All | +970.9% | -18.7% | +989.7% | +961.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling