-19.7%
USAR vs MOD
+129.2%
-148.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.7% | +5.1% | +9.3% |
| 7D | -14.5% | -25.5% | +11.0% | -7.9% |
| 30D | -37.8% | -49.0% | +11.2% | -26.2% |
| 3M | -52.8% | -49.8% | -2.9% | -43.7% |
| 6M | -71.2% | -64.8% | -6.5% | -63.0% |
| YTD | -30.9% | -27.6% | -3.2% | -17.1% |
| 1Y | -48.0% | -35.2% | -12.8% | -36.8% |
| 3Y | -19.7% | +137.1% | -156.8% | -5.3% |
| All | -19.7% | +129.2% | -148.9% | -5.3% |
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