-54.0%
USAR vs MTSI
+30.7%
-84.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -8.7% |
| 7D | -9.1% | -3.8% | -5.2% | -7.6% |
| 30D | -36.9% | -31.4% | -5.6% | -22.4% |
| 3M | -58.4% | -23.8% | -34.7% | -53.2% |
| 6M | -70.6% | -37.1% | -33.6% | -62.3% |
| YTD | -33.4% | +32.2% | -65.7% | -53.4% |
| 1Y | -54.0% | +26.9% | -81.0% | -64.9% |
| All | -54.0% | +30.7% | -84.8% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling