-49.8%
USAR vs MCO
+9.9%
-59.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.9% | -10.7% | -5.2% |
| 7D | -21.8% | +10.7% | -32.5% | -20.8% |
| 30D | -39.9% | +17.9% | -57.8% | -39.1% |
| 3M | -52.5% | +9.5% | -62.0% | -52.1% |
| 6M | -67.9% | +18.1% | -86.0% | -67.7% |
| YTD | -31.1% | +4.1% | -35.2% | -38.4% |
| 1Y | -49.8% | +9.3% | -59.2% | -57.6% |
| All | -49.8% | +9.9% | -59.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling