+54.5%
USAR vs MTCH
-8.9%
+63.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.1% |
| 7D | -11.6% | +1.3% | -12.9% | -11.7% |
| 30D | -15.5% | +15.9% | -31.4% | -16.6% |
| 3M | -31.0% | +23.3% | -54.3% | -32.5% |
| 6M | -26.2% | +40.1% | -66.4% | -27.9% |
| YTD | +30.8% | +33.6% | -2.8% | +28.2% |
| 1Y | +7.1% | +14.1% | -7.0% | +5.1% |
| 3Y | +53.0% | +1.4% | +51.6% | +50.6% |
| All | +54.5% | -8.9% | +63.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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