-40.9%
LII vs MSTZ
-99.2%
+58.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.8% | -13.6% | -0.3% |
| 7D | -0.2% | +25.6% | -25.8% | +0.7% |
| 30D | -0.6% | +50.6% | -51.1% | +1.4% |
| 3M | -17.0% | -64.5% | +47.5% | -18.9% |
| 6M | -31.1% | -14.0% | -17.1% | -29.2% |
| YTD | -27.7% | -76.4% | +48.7% | -27.8% |
| 1Y | -26.2% | -56.2% | +30.1% | -23.7% |
| All | -40.9% | -99.2% | +58.3% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling