-26.3%
USAR vs MOD
+144.3%
-170.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.3% | -2.2% | -7.7% |
| 7D | -29.5% | -34.2% | +4.7% | -22.0% |
| 30D | -46.0% | -51.9% | +5.9% | -35.7% |
| 3M | -56.8% | -53.0% | -3.7% | -48.3% |
| 6M | -72.9% | -66.4% | -6.6% | -65.3% |
| YTD | -37.6% | -31.5% | -6.1% | -25.0% |
| 1Y | -56.0% | -39.6% | -16.5% | -46.5% |
| 3Y | -27.5% | +116.8% | -144.4% | -13.6% |
| All | -26.3% | +144.3% | -170.6% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling