+124.7%
LITE vs MSTU
-90.0%
+214.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.8% |
| 7D | -35.9% | -4.3% | -31.7% | -35.5% |
| 30D | -51.5% | -34.6% | -16.9% | -49.6% |
| 3M | -35.7% | +39.0% | -74.8% | -38.8% |
| 6M | -43.0% | -70.5% | +27.5% | -39.0% |
| YTD | +46.1% | -68.6% | +114.7% | +41.5% |
| 1Y | +124.7% | -88.6% | +213.4% | +163.1% |
| All | +124.7% | -90.0% | +214.7% | +163.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling