+1,412.1%
LITE vs MSTU
-85.2%
+1,497.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.4% |
| 7D | -1.5% | +21.3% | -22.9% | -4.5% |
| 30D | +6.7% | +90.8% | -84.2% | -3.2% |
| 3M | -6.8% | -6.8% | 0.0% | -9.3% |
| 6M | +29.4% | -39.8% | +69.3% | +30.3% |
| YTD | +139.1% | -55.7% | +194.8% | +137.3% |
| 1Y | +521.0% | -92.7% | +613.7% | +667.0% |
| All | +1,412.1% | -85.2% | +1,497.3% | +1,415.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling