-18.3%
USAR vs MSI
+83.5%
-101.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.5% | +11.3% | +10.8% |
| 7D | -14.5% | +4.7% | -19.2% | -13.9% |
| 30D | -37.8% | +14.8% | -52.6% | -36.7% |
| 3M | -52.8% | +8.8% | -61.6% | -52.2% |
| 6M | -71.2% | +19.3% | -90.5% | -70.3% |
| YTD | -30.9% | +35.3% | -66.2% | -26.2% |
| 1Y | -48.0% | +33.8% | -81.8% | -44.4% |
| 3Y | -19.7% | +74.4% | -94.1% | -15.7% |
| All | -18.3% | +83.5% | -101.9% | -14.3% |
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