+0.8%
UL vs MSTZ
-54.5%
+55.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | +1.1% |
| 7D | +1.1% | +30.8% | -29.7% | +1.0% |
| 30D | +4.5% | +41.2% | -36.7% | +4.3% |
| 3M | +6.5% | -60.9% | +67.4% | +6.0% |
| 6M | +18.2% | -15.7% | +33.8% | +17.6% |
| YTD | +4.7% | -75.2% | +79.9% | +3.4% |
| 1Y | +0.8% | -59.8% | +60.6% | -2.8% |
| All | +0.8% | -54.5% | +55.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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