-18.3%
USAR vs MTSI
+221.1%
-239.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.8% | 0.0% | +7.4% |
| 7D | -14.5% | -10.0% | -4.5% | -11.8% |
| 30D | -37.8% | -37.2% | -0.6% | -28.9% |
| 3M | -52.8% | -30.1% | -22.7% | -48.0% |
| 6M | -71.2% | -31.9% | -39.3% | -67.7% |
| YTD | -30.9% | +23.2% | -54.1% | -28.8% |
| 1Y | -48.0% | +26.4% | -74.4% | -46.3% |
| 3Y | -19.7% | +186.2% | -205.9% | -18.6% |
| All | -18.3% | +221.1% | -239.4% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling