+922.9%
LITE vs MSTU
-90.1%
+1,013.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.1% | +15.8% | +11.3% |
| 7D | -12.9% | -9.3% | -3.6% | -11.8% |
| 30D | -46.0% | -38.3% | -7.7% | -43.0% |
| 3M | -33.0% | +24.0% | -57.1% | -37.0% |
| 6M | -34.0% | -72.1% | +38.0% | -27.7% |
| YTD | +61.7% | -70.2% | +132.0% | +65.8% |
| 1Y | +148.3% | -89.6% | +237.9% | +190.0% |
| All | +922.9% | -90.1% | +1,013.0% | +958.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling