+29.4%
LITE vs MSTU
-37.9%
+67.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.4% |
| 7D | -1.5% | +21.3% | -22.9% | -4.9% |
| 30D | +6.7% | +90.8% | -84.2% | -5.1% |
| 3M | -6.8% | -6.8% | 0.0% | -6.2% |
| 6M | +29.4% | -39.8% | +69.3% | +54.9% |
| All | +29.4% | -37.9% | +67.3% | +54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling