-24.7%
USAR vs MSTZ
-99.2%
+74.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.8% | -15.2% | -0.8% |
| 7D | +8.8% | +25.6% | -16.8% | +12.1% |
| 30D | -28.5% | +50.6% | -79.0% | -23.3% |
| 3M | -56.2% | -64.5% | +8.3% | -58.4% |
| 6M | -68.4% | -14.0% | -54.4% | -65.6% |
| YTD | -32.2% | -76.4% | +44.2% | -29.6% |
| 1Y | -52.3% | -56.2% | +3.9% | -48.3% |
| All | -24.7% | -99.2% | +74.5% | -19.8% |
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 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