-45.1%
USAR vs MTSI
+35.9%
-80.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +4.4% |
| 7D | -0.8% | +10.0% | -10.8% | -6.6% |
| 30D | -20.9% | -20.3% | -0.6% | -11.7% |
| 3M | -56.2% | -24.4% | -31.7% | -50.4% |
| 6M | -67.9% | -39.2% | -28.7% | -58.2% |
| YTD | -31.4% | +35.5% | -66.9% | -52.5% |
| 1Y | -45.1% | +43.0% | -88.1% | -64.8% |
| All | -45.1% | +35.9% | -80.9% | -64.8% |
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