-5.3%
UL vs MSTZ
-99.3%
+94.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | -1.3% | -29.7% | +28.4% | -1.3% |
| 30D | +0.5% | -65.3% | +65.8% | +0.7% |
| 3M | +17.6% | -57.3% | +74.9% | +17.6% |
| 6M | -5.4% | -61.6% | +56.3% | -5.4% |
| YTD | +0.7% | -78.3% | +79.0% | +0.7% |
| 1Y | -9.3% | -30.2% | +21.0% | -9.9% |
| All | -5.3% | -99.3% | +94.0% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling