-17.9%
USAR vs MTSI
+280.3%
-298.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.3% | -6.0% | +1.0% |
| 7D | +0.8% | +7.2% | -6.4% | -1.8% |
| 30D | -30.1% | -18.4% | -11.6% | -26.3% |
| 3M | -56.3% | -16.7% | -39.6% | -54.6% |
| 6M | -68.6% | -31.7% | -36.9% | -65.6% |
| YTD | -30.5% | +45.9% | -76.4% | -32.3% |
| 1Y | -53.5% | +47.0% | -100.5% | -54.5% |
| 3Y | -19.3% | +224.1% | -243.4% | -22.6% |
| All | -17.9% | +280.3% | -298.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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