-58.9%
MSTZ vs URA
-26.7%
-32.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | 0.0% |
| 7D | +31.0% | +2.9% | +28.1% | +37.8% |
| 30D | +34.0% | -10.8% | +44.8% | +17.3% |
| 3M | -67.7% | -25.5% | -42.2% | -76.8% |
| 6M | -14.9% | -41.2% | +26.3% | -51.0% |
| YTD | -79.1% | -21.3% | -57.8% | -75.7% |
| 1Y | -58.9% | -25.7% | -33.2% | -53.7% |
| All | -58.9% | -26.7% | -32.2% | -53.7% |
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 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