-45.7%
USAR vs MOD
-26.6%
-19.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | +8.8% | +16.1% | -7.3% | +0.3% |
| 30D | -28.5% | -38.5% | +10.1% | -7.2% |
| 3M | -56.2% | -46.8% | -9.3% | -38.9% |
| 6M | -68.4% | -61.6% | -6.8% | -47.9% |
| YTD | -32.2% | -20.5% | -11.7% | -2.2% |
| All | -45.7% | -26.6% | -19.0% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling