-85.6%
MSTU vs URA
+97.0%
-182.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -4.3% |
| 7D | +21.3% | +1.1% | +20.3% | +21.1% |
| 30D | +90.8% | +7.4% | +83.4% | +78.6% |
| 3M | -6.8% | -8.4% | +1.6% | +12.1% |
| 6M | -39.8% | -12.7% | -27.1% | -22.3% |
| YTD | -55.7% | +7.8% | -63.5% | -55.5% |
| 1Y | -92.7% | +19.5% | -112.1% | -94.4% |
| All | -85.6% | +97.0% | -182.6% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling