-21.4%
USAR vs MOD
+175.5%
-196.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -8.8% |
| 7D | -9.1% | -17.8% | +8.8% | -4.8% |
| 30D | -36.9% | -43.2% | +6.3% | -27.9% |
| 3M | -58.4% | -46.0% | -12.4% | -51.9% |
| 6M | -70.6% | -62.2% | -8.4% | -63.4% |
| YTD | -33.4% | -22.8% | -10.6% | -22.3% |
| 1Y | -54.0% | -35.5% | -18.6% | -45.5% |
| 3Y | -22.7% | +128.2% | -150.9% | -10.4% |
| All | -21.4% | +175.5% | -196.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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