-99.2%
MSTZ vs URA
+97.0%
-196.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +3.7% |
| 7D | -29.7% | +1.1% | -30.8% | -26.8% |
| 30D | -65.3% | +7.4% | -72.7% | -59.1% |
| 3M | -57.3% | -8.4% | -48.9% | -55.2% |
| 6M | -61.6% | -12.7% | -48.9% | -58.2% |
| YTD | -78.3% | +7.8% | -86.1% | -64.0% |
| 1Y | -30.2% | +19.5% | -49.7% | +46.0% |
| All | -99.2% | +97.0% | -196.2% | -94.1% |
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