+50.1%
URI vs MSTZ
-99.2%
+149.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.8% | -0.3% |
| 7D | +9.3% | +25.6% | -16.3% | +10.8% |
| 30D | +7.6% | +50.6% | -43.0% | +10.8% |
| 3M | +1.0% | -64.5% | +65.6% | -2.0% |
| 6M | +19.8% | -14.0% | +33.9% | +25.6% |
| YTD | +41.9% | -76.4% | +118.2% | +41.9% |
| 1Y | +33.4% | -56.2% | +89.6% | +40.5% |
| All | +50.1% | -99.2% | +149.3% | +39.7% |
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