+52.5%
USB vs MSTZ
-99.3%
+151.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.2% |
| 7D | +1.4% | -29.7% | +31.2% | +0.4% |
| 30D | -1.3% | -65.3% | +64.0% | -4.6% |
| 3M | +15.2% | -57.3% | +72.6% | +13.6% |
| 6M | +18.8% | -61.6% | +80.5% | +17.8% |
| YTD | +21.0% | -78.3% | +99.3% | +19.3% |
| 1Y | +34.0% | -30.2% | +64.3% | +42.2% |
| All | +52.5% | -99.3% | +151.7% | +39.6% |
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