+59.2%
USAR vs MSTU
-87.2%
+146.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -2.8% |
| 7D | -4.4% | +12.9% | -17.3% | -6.4% |
| 30D | -10.4% | +68.3% | -78.7% | -17.2% |
| 3M | -18.4% | +0.4% | -18.7% | -21.1% |
| 6M | -8.8% | -41.5% | +32.7% | -7.1% |
| YTD | +43.4% | -61.7% | +105.1% | +47.2% |
| 1Y | +21.0% | -93.7% | +114.7% | +32.6% |
| All | +59.2% | -87.2% | +146.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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