+75.4%
USAR vs MCO
+39.5%
+35.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | -0.3% |
| 7D | +2.3% | -2.7% | +5.0% | +1.7% |
| 30D | -8.6% | +0.9% | -9.6% | -8.4% |
| 3M | -20.5% | +8.7% | -29.2% | -18.8% |
| 6M | +1.2% | +2.4% | -1.2% | +1.4% |
| YTD | +48.4% | -5.2% | +53.6% | +45.1% |
| 1Y | +30.6% | -4.4% | +35.0% | +28.3% |
| 3Y | +73.6% | +45.1% | +28.5% | +80.9% |
| All | +75.4% | +39.5% | +35.9% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling