-40.2%
LII vs MSTZ
-99.2%
+58.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.3% |
| 7D | +2.9% | +30.8% | -27.8% | +4.1% |
| 30D | +0.9% | +41.2% | -40.3% | +2.7% |
| 3M | -15.5% | -60.9% | +45.4% | -17.2% |
| 6M | -30.2% | -15.7% | -14.5% | -28.4% |
| YTD | -26.8% | -75.2% | +48.4% | -26.8% |
| 1Y | -25.3% | -59.8% | +34.5% | -23.2% |
| All | -40.2% | -99.2% | +58.9% | -42.2% |
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