-90.1%
LCID vs MSTZ
-99.3%
+9.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +10.0% |
| 7D | +20.0% | +4.3% | +15.7% | +21.3% |
| 30D | -5.0% | +30.2% | -35.2% | -0.4% |
| 3M | -48.9% | -66.9% | +18.0% | -52.1% |
| 6M | -43.2% | -26.3% | -16.9% | -39.3% |
| YTD | -65.9% | -80.1% | +14.2% | -66.3% |
| 1Y | -79.2% | -57.5% | -21.7% | -77.4% |
| All | -90.1% | -99.3% | +9.2% | -92.0% |
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