-34.9%
LII vs MSTZ
-99.2%
+64.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -1.0% |
| 7D | +2.1% | -25.4% | +27.5% | +1.3% |
| 30D | -12.4% | -60.9% | +48.5% | -14.9% |
| 3M | -24.8% | -54.2% | +29.4% | -25.8% |
| 6M | -25.2% | -65.0% | +39.8% | -26.2% |
| YTD | -20.3% | -76.5% | +56.2% | -21.2% |
| 1Y | -32.9% | -23.4% | -9.6% | -29.0% |
| All | -34.9% | -99.2% | +64.3% | -37.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling