-11.8%
LDOS vs MSTZ
-99.4%
+87.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | -7.2% | -1.2% | -6.0% | -7.2% |
| 30D | +16.8% | +22.2% | -5.3% | +17.8% |
| 3M | -1.6% | -70.4% | +68.8% | -4.1% |
| 6M | -1.0% | -31.0% | +30.0% | +0.4% |
| YTD | -25.8% | -81.0% | +55.3% | -26.7% |
| 1Y | -31.1% | -61.2% | +30.1% | -30.1% |
| All | -11.8% | -99.4% | +87.5% | -15.0% |
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 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