-18.3%
USAR vs MAS
+45.4%
-63.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.1% |
| 3M | -52.8% | +9.4% | -62.2% | -53.7% |
| 6M | -71.2% | +15.3% | -86.6% | -72.1% |
| YTD | -30.9% | +31.3% | -62.2% | -34.7% |
| 1Y | -48.0% | +34.9% | -82.9% | -50.9% |
| 3Y | -19.7% | +58.6% | -78.3% | -21.1% |
| All | -18.3% | +45.4% | -63.7% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling