-18.6%
USAR vs MOD
+163.5%
-182.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -21.4% | +15.6% | -0.6% |
| 7D | -21.8% | -31.3% | +9.6% | -14.5% |
| 30D | -39.9% | -46.1% | +6.2% | -30.5% |
| 3M | -52.5% | -51.1% | -1.4% | -44.0% |
| 6M | -67.9% | -62.1% | -5.9% | -60.0% |
| YTD | -31.1% | -26.2% | -4.9% | -18.8% |
| 1Y | -49.8% | -32.6% | -17.3% | -40.2% |
| 3Y | -19.9% | +133.8% | -153.8% | -6.4% |
| All | -18.6% | +163.5% | -182.0% | -4.7% |
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