+33.9%
USB vs MAR
+47.1%
-13.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | +8.4% | +13.8% | -5.4% | +4.1% |
| 3M | -5.5% | +20.3% | -25.8% | -10.9% |
| 6M | +17.7% | +21.3% | -3.6% | +9.7% |
| YTD | +17.6% | +37.2% | -19.6% | +5.0% |
| 1Y | +33.9% | +48.4% | -14.6% | +16.1% |
| All | +33.9% | +47.1% | -13.2% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling