+689.1%
USB vs MAR
+2,498.9%
-1,809.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -4.2% | +5.6% | +3.5% |
| 30D | -1.3% | -6.7% | +5.4% | +1.9% |
| 3M | +15.2% | -12.5% | +27.7% | +22.2% |
| 6M | +18.8% | +0.6% | +18.3% | +17.5% |
| YTD | +21.0% | +9.1% | +11.9% | +14.7% |
| 1Y | +34.0% | +26.2% | +7.8% | +17.9% |
| 3Y | +95.3% | +68.2% | +27.2% | +49.0% |
| 5Y | +40.4% | +163.9% | -123.5% | -16.3% |
| 10Y | +107.3% | +420.6% | -313.2% | -17.3% |
| All | +689.1% | +2,498.9% | -1,809.8% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling