+69.4%
USAR vs MTB
+101.8%
-32.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | -10.4% | -4.6% | -5.8% | -9.6% |
| 3M | -18.4% | +6.3% | -24.6% | -19.6% |
| 6M | -8.8% | +15.6% | -24.4% | -11.6% |
| YTD | +43.4% | +20.6% | +22.8% | +37.5% |
| 1Y | +21.0% | +22.5% | -1.5% | +15.4% |
| 3Y | +67.7% | +114.4% | -46.7% | +58.6% |
| All | +69.4% | +101.8% | -32.4% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling