-18.3%
USAR vs MSFU
+34.0%
-52.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.9% | +12.7% | +11.2% |
| 7D | -14.5% | +2.5% | -17.0% | -15.0% |
| 30D | -37.8% | -1.3% | -36.5% | -37.7% |
| 3M | -52.8% | +8.6% | -61.4% | -53.5% |
| 6M | -71.2% | +48.4% | -119.6% | -73.2% |
| YTD | -30.9% | +1.6% | -32.4% | -34.2% |
| 1Y | -48.0% | -5.8% | -42.2% | -50.5% |
| 3Y | -19.7% | +30.9% | -50.6% | -20.3% |
| All | -18.3% | +34.0% | -52.3% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling