-90.3%
MSTU vs URA
+46.9%
-137.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.2% | -11.3% | -13.7% |
| 7D | -9.3% | +4.3% | -13.6% | -14.9% |
| 30D | -38.3% | -11.7% | -26.6% | -25.3% |
| 3M | +24.0% | -23.5% | +47.6% | +87.6% |
| 6M | -72.1% | -37.8% | -34.3% | -42.6% |
| YTD | -70.2% | -19.6% | -50.6% | -54.6% |
| 1Y | -89.6% | -24.8% | -64.8% | -82.6% |
| All | -90.3% | +46.9% | -137.2% | -95.0% |
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 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