+971.8%
LITE vs MSTU
-91.8%
+1,063.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.9% | +9.3% | -2.0% |
| 7D | +22.6% | -23.0% | +45.5% | +26.3% |
| 30D | -36.8% | -47.7% | +10.9% | -32.0% |
| 3M | -33.0% | +12.5% | -45.5% | -36.2% |
| 6M | -37.1% | -76.1% | +39.0% | -29.8% |
| YTD | +69.5% | -75.5% | +145.0% | +77.7% |
| 1Y | +146.1% | -90.1% | +236.2% | +188.5% |
| All | +971.8% | -91.8% | +1,063.6% | +1,035.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling