+922.9%
LITE vs MSTZ
-99.3%
+1,022.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +11.3% |
| 7D | -12.9% | +4.3% | -17.2% | -11.9% |
| 30D | -46.0% | +30.2% | -76.1% | -43.2% |
| 3M | -33.0% | -66.9% | +33.9% | -37.4% |
| 6M | -34.0% | -26.3% | -7.7% | -29.3% |
| YTD | +61.7% | -80.1% | +141.9% | +59.8% |
| 1Y | +148.3% | -57.5% | +205.8% | +176.1% |
| All | +922.9% | -99.3% | +1,022.2% | +848.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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