+25.3%
USB vs MAR
+161.6%
-136.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.9% |
| 7D | +2.4% | +7.7% | -5.3% | -1.2% |
| 30D | +6.6% | +19.4% | -12.8% | -2.2% |
| 3M | -4.1% | +23.3% | -27.4% | -13.6% |
| 6M | +12.5% | +22.8% | -10.4% | +0.9% |
| YTD | +17.6% | +37.8% | -20.1% | -0.9% |
| 1Y | +36.5% | +57.4% | -20.9% | +7.1% |
| 3Y | +95.4% | +128.4% | -33.0% | +27.0% |
| All | +25.3% | +161.6% | -136.3% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling