+57.7%
USAR vs MCO
+40.3%
+17.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -6.3% |
| 7D | -9.3% | -7.3% | -2.0% | -10.9% |
| 30D | -15.2% | -1.7% | -13.5% | -15.4% |
| 3M | -21.1% | +3.9% | -25.0% | -20.2% |
| 6M | -21.6% | +3.8% | -25.4% | -21.0% |
| YTD | +34.8% | -7.9% | +42.7% | +30.7% |
| 1Y | +15.6% | -6.8% | +22.5% | +12.8% |
| All | +57.7% | +40.3% | +17.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling