+73.6%
USAR vs MTB
+113.0%
-39.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.3% | +2.8% | -0.4% | +1.8% |
| 30D | -8.6% | -4.2% | -4.5% | -7.9% |
| 3M | -20.5% | +7.8% | -28.3% | -22.0% |
| 6M | +1.2% | +14.8% | -13.6% | -1.9% |
| YTD | +48.4% | +20.8% | +27.6% | +42.0% |
| 1Y | +30.6% | +23.1% | +7.5% | +24.2% |
| All | +73.6% | +113.0% | -39.3% | +63.6% |
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