-88.3%
LCID vs MSTZ
-99.2%
+10.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +5.5% | -13.2% | -7.2% |
| 7D | -9.3% | -23.6% | +14.2% | -11.2% |
| 30D | -35.4% | -60.7% | +25.3% | -40.4% |
| 3M | -17.1% | -58.3% | +41.2% | -21.0% |
| 6M | -58.9% | -60.0% | +1.1% | -59.9% |
| YTD | -59.6% | -75.2% | +15.6% | -60.4% |
| 1Y | -78.0% | -19.9% | -58.1% | -75.1% |
| All | -88.3% | -99.2% | +10.9% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling