+26.4%
USMF vs SPY
+67.4%
-40.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -5.2% | -2.7% | -2.5% | -3.2% |
| 30D | -8.1% | -5.4% | -2.7% | -4.1% |
| 3M | -8.8% | -4.1% | -4.7% | -5.9% |
| 6M | -5.4% | +0.7% | -6.1% | -5.8% |
| YTD | -4.2% | +8.7% | -12.8% | -9.9% |
| 1Y | -2.4% | +10.9% | -13.3% | -9.6% |
| 3Y | +30.6% | +75.0% | -44.4% | -15.3% |
| All | +26.4% | +67.4% | -40.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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