+59.2%
USAR vs MSTZ
-99.2%
+158.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -2.8% |
| 7D | -4.4% | -23.6% | +19.1% | -6.5% |
| 30D | -10.4% | -60.7% | +50.3% | -17.5% |
| 3M | -18.4% | -58.3% | +39.9% | -21.9% |
| 6M | -8.8% | -60.0% | +51.2% | -9.0% |
| YTD | +43.4% | -75.2% | +118.6% | +43.6% |
| 1Y | +21.0% | -19.9% | +40.9% | +29.0% |
| All | +59.2% | -99.2% | +158.4% | +63.5% |
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