-19.0%
USAR vs MSFU
+30.3%
-49.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -20.9% | -5.3% | -15.6% | -20.2% |
| 3M | -56.2% | +7.2% | -63.4% | -56.7% |
| 6M | -67.9% | +51.0% | -118.9% | -70.1% |
| YTD | -31.4% | -1.2% | -30.2% | -34.4% |
| 1Y | -45.1% | -10.3% | -34.7% | -47.4% |
| 3Y | -20.3% | +22.2% | -42.5% | -20.5% |
| All | -19.0% | +30.3% | -49.3% | -19.1% |
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