-31.3%
LDOS vs MSTZ
-52.7%
+21.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.8% | -14.9% | -1.8% |
| 7D | -3.5% | +25.6% | -29.0% | -3.0% |
| 30D | +9.5% | +50.6% | -41.0% | +10.7% |
| 3M | -6.3% | -64.5% | +58.2% | -8.3% |
| 6M | +2.8% | -14.0% | +16.8% | +4.9% |
| YTD | -26.6% | -76.4% | +49.7% | -28.4% |
| 1Y | -31.3% | -56.2% | +25.0% | -31.9% |
| All | -31.3% | -52.7% | +21.4% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling