-14.5%
USAR vs MTSI
+211.6%
-226.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.0% | -2.5% | +3.4% |
| 7D | -1.1% | +3.5% | -4.6% | -2.5% |
| 30D | -30.3% | -30.3% | +0.1% | -22.4% |
| 3M | -54.7% | -26.0% | -28.7% | -50.9% |
| 6M | -67.5% | -36.1% | -31.4% | -63.3% |
| YTD | -26.4% | +34.3% | -60.7% | -26.5% |
| 1Y | -49.5% | +35.3% | -84.8% | -49.4% |
| 3Y | -14.5% | +217.6% | -232.1% | -16.0% |
| All | -14.5% | +211.6% | -226.0% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling