-18.3%
USAR vs MOD
+158.2%
-176.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.7% | +5.1% | +9.4% |
| 7D | -14.5% | -25.5% | +11.0% | -8.3% |
| 30D | -37.8% | -49.0% | +11.2% | -27.0% |
| 3M | -52.8% | -49.8% | -2.9% | -44.4% |
| 6M | -71.2% | -64.8% | -6.5% | -63.6% |
| YTD | -30.9% | -27.6% | -3.2% | -18.0% |
| 1Y | -48.0% | -35.2% | -12.8% | -37.6% |
| 3Y | -19.7% | +137.1% | -156.8% | -5.4% |
| All | -18.3% | +158.2% | -176.6% | -3.7% |
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