-86.8%
MSTU vs URA
+103.2%
-190.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.1% | -11.8% | -13.0% |
| 7D | +16.1% | +8.1% | +8.0% | +4.4% |
| 30D | +68.7% | +5.8% | +62.9% | +59.9% |
| 3M | -11.0% | +3.4% | -14.4% | -10.0% |
| 6M | -33.4% | -2.6% | -30.8% | -26.6% |
| YTD | -59.5% | +11.2% | -70.7% | -61.3% |
| 1Y | -93.4% | +19.8% | -113.2% | -94.9% |
| All | -86.8% | +103.2% | -190.0% | -95.7% |
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