-87.5%
MSTU vs URA
+100.4%
-188.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -3.5% |
| 7D | +12.9% | +5.7% | +7.2% | +4.8% |
| 30D | +68.3% | +5.6% | +62.8% | +60.1% |
| 3M | +0.4% | +6.2% | -5.8% | -2.6% |
| 6M | -41.5% | -8.2% | -33.3% | -30.2% |
| YTD | -61.7% | +9.7% | -71.4% | -62.6% |
| 1Y | -93.7% | +17.0% | -110.6% | -95.0% |
| All | -87.5% | +100.4% | -188.0% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling