+91.7%
USB vs MAR
+544.2%
-452.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | +4.3% | -4.3% | -2.0% |
| 30D | +5.8% | +16.8% | -11.0% | -1.8% |
| 3M | -6.0% | +16.0% | -22.0% | -12.6% |
| 6M | +7.8% | +16.5% | -8.7% | -0.6% |
| YTD | +14.6% | +35.0% | -20.4% | -2.2% |
| 1Y | +31.8% | +49.4% | -17.6% | +6.8% |
| 3Y | +91.5% | +124.1% | -32.5% | +26.6% |
| 5Y | +22.0% | +159.2% | -137.1% | -26.8% |
| All | +91.7% | +544.2% | -452.5% | -20.6% |
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