-21.4%
USAR vs MSI
+88.1%
-109.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -9.1% | +7.4% | -16.5% | -8.1% |
| 30D | -36.9% | +18.7% | -55.7% | -35.5% |
| 3M | -58.4% | +14.5% | -72.9% | -57.6% |
| 6M | -70.6% | +38.1% | -108.7% | -69.2% |
| YTD | -33.4% | +38.7% | -72.2% | -28.7% |
| 1Y | -54.0% | +35.4% | -89.4% | -50.8% |
| 3Y | -22.7% | +75.1% | -97.8% | -18.5% |
| All | -21.4% | +88.1% | -109.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling