-94.0%
MSTU vs URA
+11.7%
-105.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.0% | -2.8% | -1.7% |
| 7D | -22.0% | -1.5% | -20.5% | -20.8% |
| 30D | +60.3% | -0.4% | +60.7% | +65.4% |
| 3M | -3.7% | +6.3% | -10.0% | -5.2% |
| 6M | -45.2% | -14.0% | -31.2% | -30.5% |
| YTD | -64.3% | +5.3% | -69.6% | -59.7% |
| 1Y | -94.0% | +11.7% | -105.7% | -93.0% |
| All | -94.0% | +11.7% | -105.7% | -93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling