-11.0%
LDOS vs MSTZ
-99.3%
+88.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.5% |
| 7D | -1.3% | +31.0% | -32.3% | -0.5% |
| 30D | +10.1% | +34.0% | -23.8% | +11.3% |
| 3M | -4.7% | -67.7% | +63.0% | -6.9% |
| 6M | +5.6% | -14.9% | +20.5% | +7.7% |
| YTD | -25.1% | -79.1% | +54.0% | -25.8% |
| 1Y | -31.7% | -58.9% | +27.3% | -30.6% |
| All | -11.0% | -99.3% | +88.3% | -14.0% |
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