+11.1%
USHY vs MSTZ
-99.1%
+110.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.1% | -0.4% |
| 7D | -0.7% | +24.8% | -25.5% | -0.5% |
| 30D | -0.5% | -59.2% | +58.7% | -1.3% |
| 3M | +0.5% | -56.9% | +57.4% | +0.1% |
| 6M | +1.5% | -57.6% | +59.1% | +1.3% |
| YTD | +1.7% | -73.6% | +75.3% | +1.6% |
| 1Y | +3.5% | -15.6% | +19.1% | +5.1% |
| All | +11.1% | -99.1% | +110.2% | +10.7% |
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