-99.3%
MSTZ vs URA
+38.3%
-137.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +6.9% |
| 7D | -1.2% | -4.1% | +2.9% | -6.1% |
| 30D | +22.2% | -19.0% | +41.2% | -4.7% |
| 3M | -70.4% | -25.1% | -45.3% | -77.9% |
| 6M | -31.0% | -44.5% | +13.5% | -61.0% |
| YTD | -81.0% | -24.3% | -56.7% | -79.9% |
| 1Y | -61.2% | -28.1% | -33.0% | -59.6% |
| All | -99.3% | +38.3% | -137.7% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling