-48.0%
USAR vs MOD
-37.3%
-10.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.7% | +5.1% | +7.6% |
| 7D | -14.5% | -25.5% | +11.0% | -0.1% |
| 30D | -37.8% | -49.0% | +11.2% | -9.8% |
| 3M | -52.8% | -49.8% | -2.9% | -31.3% |
| 6M | -71.2% | -64.8% | -6.5% | -49.4% |
| YTD | -30.9% | -27.6% | -3.2% | -2.5% |
| 1Y | -48.0% | -35.2% | -12.8% | -22.8% |
| All | -48.0% | -37.3% | -10.7% | -22.8% |
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 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