-11.8%
LDOS vs MSTZ
-99.3%
+87.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.6% |
| 7D | -5.4% | -29.7% | +24.3% | -6.2% |
| 30D | +4.9% | -65.3% | +70.2% | +2.1% |
| 3M | +7.2% | -57.3% | +64.5% | +5.9% |
| 6M | -24.2% | -61.6% | +37.4% | -24.9% |
| YTD | -25.8% | -78.3% | +52.5% | -26.9% |
| 1Y | -24.7% | -30.2% | +5.5% | -22.3% |
| All | -11.8% | -99.3% | +87.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling