+667.1%
USB vs MAR
+3,181.4%
-2,514.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| 6M | +12.5% | +22.8% | -10.4% | +1.1% |
| YTD | +17.6% | +37.8% | -20.1% | -0.4% |
| 1Y | +36.5% | +57.4% | -20.9% | +8.1% |
| 3Y | +95.4% | +128.4% | -33.0% | +28.5% |
| 5Y | +26.1% | +170.1% | -143.9% | -25.5% |
| 10Y | +101.3% | +567.1% | -465.9% | -28.7% |
| All | +667.1% | +3,181.4% | -2,514.2% | +11.7% |
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