+54.5%
USAR vs MTB
+103.3%
-48.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -11.6% | 0.0% | -11.6% | -11.6% |
| 30D | -15.5% | -4.8% | -10.7% | -14.7% |
| 3M | -31.0% | +6.0% | -37.0% | -32.0% |
| 6M | -26.2% | +19.6% | -45.8% | -28.8% |
| YTD | +30.8% | +21.5% | +9.3% | +25.3% |
| 1Y | +7.1% | +24.7% | -17.6% | +1.9% |
| 3Y | +53.0% | +108.6% | -55.6% | +44.4% |
| All | +54.5% | +103.3% | -48.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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