+54.5%
USAR vs MCO
+37.7%
+16.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -2.6% |
| 7D | -11.6% | -3.8% | -7.9% | -12.4% |
| 30D | -15.5% | -0.4% | -15.1% | -15.5% |
| 3M | -31.0% | +7.7% | -38.8% | -29.7% |
| 6M | -26.2% | +7.0% | -33.2% | -25.1% |
| YTD | +30.8% | -6.4% | +37.2% | +27.4% |
| 1Y | +7.1% | -7.6% | +14.7% | +4.2% |
| 3Y | +53.0% | +43.2% | +9.8% | +58.9% |
| All | +54.5% | +37.7% | +16.8% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling