+92.7%
USB vs MAR
+545.5%
-452.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.2% |
| 7D | -1.5% | +4.4% | -5.9% | -3.5% |
| 30D | +4.3% | +15.5% | -11.2% | -2.7% |
| 3M | -6.1% | +15.7% | -21.8% | -12.6% |
| 6M | +9.4% | +18.2% | -8.8% | +0.1% |
| YTD | +15.2% | +35.3% | -20.1% | -1.8% |
| 1Y | +32.8% | +48.6% | -15.9% | +7.9% |
| 3Y | +91.3% | +124.3% | -33.0% | +26.4% |
| 5Y | +22.7% | +159.7% | -137.0% | -26.5% |
| All | +92.7% | +545.5% | -452.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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