+69.4%
USAR vs MSI
+63.6%
+5.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.5% |
| 7D | -4.4% | -4.0% | -0.5% | -4.9% |
| 30D | -10.4% | -0.5% | -9.9% | -10.4% |
| 3M | -18.4% | +11.4% | -29.8% | -16.9% |
| 6M | -8.8% | +1.0% | -9.8% | -8.5% |
| YTD | +43.4% | +20.7% | +22.7% | +50.6% |
| 1Y | +21.0% | -2.7% | +23.7% | +21.3% |
| 3Y | +67.7% | +68.2% | -0.4% | +73.3% |
| All | +69.4% | +63.6% | +5.8% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling