-13.0%
MSTZ vs UUUU
-68.8%
+55.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -7.8% | +15.4% | +1.1% |
| 7D | +21.1% | -6.9% | +28.0% | +15.1% |
| 30D | +40.1% | -32.3% | +72.4% | +4.9% |
| 3M | -66.1% | -52.8% | -13.2% | -80.0% |
| All | -13.0% | -68.8% | +55.8% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 6mo: compounded portfolio wealth divided by compounded UUUU 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…
6mo analysis · Full analysis span regression · 6 months rolling