+74.9%
USAR vs MTSI
+309.4%
-234.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -1.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | +2.6% | +2.1% | +0.5% | +1.6% |
| 3M | -35.0% | -29.7% | -5.3% | -29.0% |
| 6M | -6.9% | +12.5% | -19.4% | -6.4% |
| YTD | +48.0% | +57.0% | -9.0% | +43.1% |
| 1Y | +24.8% | +103.9% | -79.1% | +19.6% |
| 3Y | +73.2% | +223.6% | -150.3% | +64.9% |
| All | +74.9% | +309.4% | -234.5% | +66.7% |
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