-99.2%
MSTZ vs URA
+41.8%
-141.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +2.5% | +10.4% | +16.4% |
| 7D | +21.1% | +0.3% | +20.8% | +22.1% |
| 30D | +40.1% | -14.8% | +54.9% | +16.5% |
| 3M | -66.1% | -25.3% | -40.8% | -74.9% |
| 6M | -20.7% | -39.9% | +19.2% | -50.5% |
| YTD | -78.6% | -22.4% | -56.2% | -76.6% |
| 1Y | -55.5% | -29.0% | -26.5% | -54.4% |
| All | -99.2% | +41.8% | -141.0% | -96.2% |
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