-20.3%
USAR vs MTZ
+271.0%
-291.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -0.8% | +5.0% | -5.8% | -2.2% |
| 30D | -20.9% | -6.0% | -14.9% | -19.7% |
| 3M | -56.2% | -36.1% | -20.0% | -49.9% |
| 6M | -67.9% | -56.9% | -11.0% | -59.5% |
| YTD | -31.4% | -15.9% | -15.5% | -20.7% |
| 1Y | -45.1% | -3.8% | -41.2% | -36.6% |
| 3Y | -20.3% | +272.3% | -292.6% | -8.2% |
| All | -20.3% | +271.0% | -291.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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