+53.0%
USAR vs MRSH
-4.9%
+57.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.1% |
| 7D | -11.6% | -4.8% | -6.9% | -14.1% |
| 30D | -15.5% | -6.3% | -9.2% | -18.6% |
| 3M | -31.0% | +5.8% | -36.8% | -28.2% |
| 6M | -26.2% | +2.8% | -29.0% | -23.0% |
| YTD | +30.8% | -3.1% | +33.9% | +35.2% |
| 1Y | +7.1% | -11.3% | +18.4% | +8.1% |
| 3Y | +53.0% | -5.0% | +58.0% | +47.4% |
| All | +53.0% | -4.9% | +57.9% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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