-20.3%
USAR vs MTB
+106.3%
-126.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -20.9% | +2.3% | -23.3% | -21.3% |
| 3M | -56.2% | -12.1% | -44.0% | -54.9% |
| 6M | -67.9% | +9.8% | -77.7% | -68.8% |
| YTD | -31.4% | +12.0% | -43.4% | -33.6% |
| 1Y | -45.1% | +22.0% | -67.1% | -47.6% |
| 3Y | -20.3% | +107.6% | -127.9% | -24.3% |
| All | -20.3% | +106.3% | -126.6% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling