-19.9%
USAR vs MAS
+67.0%
-86.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.6% | -11.5% | -6.9% |
| 7D | -21.8% | +14.2% | -35.9% | -23.9% |
| 30D | -39.9% | +26.8% | -66.7% | -43.0% |
| 3M | -52.5% | +13.1% | -65.7% | -53.9% |
| 6M | -67.9% | +27.9% | -95.9% | -69.5% |
| YTD | -31.1% | +38.7% | -69.8% | -35.9% |
| 1Y | -49.8% | +40.4% | -90.2% | -53.3% |
| All | -19.9% | +67.0% | -86.9% | -22.0% |
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