-2.6%
UL vs MSTZ
-99.2%
+96.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.4% | +0.3% |
| 7D | -2.5% | +25.6% | -28.1% | -2.6% |
| 30D | +5.7% | +50.6% | -44.9% | +5.4% |
| 3M | +7.0% | -64.5% | +71.5% | +7.0% |
| 6M | +16.1% | -14.0% | +30.1% | +15.6% |
| YTD | +3.6% | -76.4% | +80.0% | +3.4% |
| 1Y | -1.4% | -56.2% | +54.9% | -1.9% |
| All | -2.6% | -99.2% | +96.6% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling