-27.6%
USAR vs MOD
+116.8%
-144.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.3% | -2.2% | -7.6% |
| 7D | -29.5% | -34.2% | +4.7% | -21.5% |
| 30D | -46.0% | -51.9% | +5.9% | -34.9% |
| 3M | -56.8% | -53.0% | -3.7% | -47.7% |
| 6M | -72.9% | -66.4% | -6.6% | -64.7% |
| YTD | -37.6% | -31.5% | -6.1% | -24.2% |
| 1Y | -56.0% | -39.6% | -16.5% | -45.8% |
| All | -27.6% | +116.8% | -144.4% | -13.3% |
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