-19.7%
USAR vs MAS
+58.1%
-77.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.9% | +12.8% | +11.2% |
| 7D | -14.5% | +2.0% | -16.5% | -14.9% |
| 30D | -37.8% | +19.4% | -57.2% | -40.3% |
| 3M | -52.8% | +9.4% | -62.2% | -53.8% |
| 6M | -71.2% | +15.3% | -86.6% | -72.2% |
| YTD | -30.9% | +31.3% | -62.2% | -35.0% |
| 1Y | -48.0% | +34.9% | -82.9% | -51.1% |
| 3Y | -19.7% | +58.6% | -78.3% | -21.0% |
| All | -19.7% | +58.1% | -77.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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