-89.8%
MSTU vs URA
+38.3%
-128.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -7.6% |
| 7D | -4.3% | -4.1% | -0.1% | +2.1% |
| 30D | -34.6% | -19.0% | -15.6% | -9.7% |
| 3M | +39.0% | -25.1% | +64.2% | +119.5% |
| 6M | -70.5% | -44.5% | -26.0% | -28.4% |
| YTD | -68.6% | -24.3% | -44.3% | -47.4% |
| 1Y | -88.6% | -28.1% | -60.5% | -79.5% |
| All | -89.8% | +38.3% | -128.1% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling