-6.2%
UL vs MSTZ
-99.2%
+93.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.2% | -1.1% |
| 7D | -1.3% | -25.4% | +24.1% | -1.2% |
| 30D | +0.9% | -60.9% | +61.8% | +1.1% |
| 3M | +14.2% | -54.2% | +68.4% | +14.2% |
| 6M | -3.2% | -65.0% | +61.8% | -3.1% |
| YTD | -0.3% | -76.5% | +76.2% | -0.4% |
| 1Y | -8.8% | -23.4% | +14.6% | -9.5% |
| All | -6.2% | -99.2% | +93.0% | -9.7% |
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