-19.9%
USAR vs MOD
+183.6%
-203.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | +8.8% | +16.1% | -7.3% | +4.9% |
| 30D | -28.5% | -38.5% | +10.1% | -19.7% |
| 3M | -56.2% | -46.8% | -9.3% | -49.2% |
| 6M | -68.4% | -61.6% | -6.8% | -60.9% |
| YTD | -32.2% | -20.5% | -11.7% | -21.4% |
| 1Y | -52.3% | -28.0% | -24.3% | -44.1% |
| 3Y | -21.2% | +134.9% | -156.1% | -9.4% |
| All | -19.9% | +183.6% | -203.5% | -7.7% |
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