-91.1%
LCID vs MSTZ
-99.2%
+8.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +12.8% | -24.1% | -9.8% |
| 7D | +9.2% | +25.6% | -16.4% | +12.4% |
| 30D | -3.0% | +50.6% | -53.5% | +3.7% |
| 3M | -50.2% | -64.5% | +14.3% | -52.8% |
| 6M | -45.8% | -14.0% | -31.8% | -40.9% |
| YTD | -69.2% | -76.4% | +7.2% | -68.8% |
| 1Y | -80.4% | -56.2% | -24.1% | -78.6% |
| All | -91.1% | -99.2% | +8.1% | -92.6% |
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