+11.9%
USHY vs MSTZ
-99.2%
+111.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | +0.1% |
| 7D | 0.0% | -25.4% | +25.4% | -0.2% |
| 30D | 0.0% | -60.9% | +60.9% | -0.8% |
| 3M | +1.2% | -54.2% | +55.3% | +0.8% |
| 6M | +2.6% | -65.0% | +67.6% | +2.2% |
| YTD | +2.4% | -76.5% | +78.9% | +2.1% |
| 1Y | +4.2% | -23.4% | +27.6% | +5.7% |
| All | +11.9% | -99.2% | +111.1% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling