+75.4%
USAR vs MSFU
+19.4%
+56.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +2.3% | -3.2% | +5.5% | +2.8% |
| 30D | -8.6% | -3.1% | -5.5% | -8.3% |
| 3M | -20.5% | +35.3% | -55.8% | -24.8% |
| 6M | +1.2% | +31.6% | -30.4% | -4.6% |
| YTD | +48.4% | -9.5% | +57.9% | +44.1% |
| 1Y | +30.6% | -18.4% | +49.0% | +26.5% |
| 3Y | +73.6% | +26.9% | +46.7% | +76.0% |
| All | +75.4% | +19.4% | +56.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling