-13.0%
USAR vs MSFU
+41.3%
-54.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.5% | +1.1% | +5.6% |
| 7D | -1.1% | +14.6% | -15.7% | -3.6% |
| 30D | -30.3% | +2.1% | -32.4% | -30.5% |
| 3M | -54.7% | +14.7% | -69.3% | -55.8% |
| 6M | -67.5% | +55.7% | -123.2% | -70.0% |
| YTD | -26.4% | +7.1% | -33.5% | -30.6% |
| 1Y | -49.5% | -0.5% | -49.0% | -52.4% |
| 3Y | -14.5% | +35.7% | -50.2% | -15.9% |
| All | -13.0% | +41.3% | -54.3% | -14.4% |
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