-19.9%
USAR vs MUB
+7.8%
-27.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -0.8% |
| 7D | +8.8% | -0.8% | +9.6% | +10.7% |
| 30D | -28.5% | +2.4% | -30.9% | -31.9% |
| 3M | -56.2% | -1.1% | -55.1% | -55.2% |
| 6M | -68.4% | -1.0% | -67.4% | -67.6% |
| YTD | -32.2% | -0.3% | -31.9% | -30.9% |
| 1Y | -52.3% | 0.0% | -52.3% | -51.5% |
| 3Y | -21.2% | +10.2% | -31.4% | -25.1% |
| All | -19.9% | +7.8% | -27.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 all: compounded portfolio wealth divided by compounded MUB 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…
all analysis · Full analysis span regression · 6 months rolling