-79.4%
LCID vs MSTZ
-63.1%
-16.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -9.6% | +21.2% | +10.2% |
| 7D | -1.2% | +0.7% | -1.9% | -0.6% |
| 30D | -19.2% | +16.6% | -35.8% | -16.1% |
| 3M | -56.7% | -74.7% | +18.0% | -61.7% |
| 6M | -49.6% | -43.9% | -5.7% | -46.0% |
| YTD | -68.1% | -84.0% | +15.9% | -70.0% |
| 1Y | -79.4% | -65.1% | -14.3% | -75.7% |
| All | -79.4% | -63.1% | -16.3% | -75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling