-14.5%
USAR vs MOD
+148.6%
-163.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.9% | -3.4% | +3.8% |
| 7D | -1.1% | -13.9% | +12.9% | +2.5% |
| 30D | -30.3% | -41.5% | +11.3% | -20.1% |
| 3M | -54.7% | -45.7% | -9.0% | -47.2% |
| 6M | -67.5% | -61.1% | -6.4% | -59.2% |
| YTD | -26.4% | -20.5% | -5.9% | -13.9% |
| 1Y | -49.5% | -32.1% | -17.4% | -40.1% |
| 3Y | -14.5% | +146.5% | -160.9% | -1.6% |
| All | -14.5% | +148.6% | -163.0% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling