-65.1%
MSTZ vs URA
-32.2%
-32.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -11.2% |
| 7D | +0.7% | -10.5% | +11.3% | -14.2% |
| 30D | +16.6% | -18.6% | +35.2% | -11.1% |
| 3M | -74.7% | -23.0% | -51.6% | -81.1% |
| 6M | -43.9% | -40.3% | -3.6% | -67.4% |
| YTD | -84.0% | -23.5% | -60.6% | -82.2% |
| 1Y | -65.1% | -31.1% | -34.0% | -65.0% |
| All | -65.1% | -32.2% | -32.9% | -65.0% |
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