+57.3%
LLY vs MSTU
-88.0%
+145.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +0.5% |
| 7D | +10.1% | -4.8% | +14.9% | +10.1% |
| 30D | +24.0% | -29.6% | +53.6% | +24.5% |
| 3M | +27.3% | +69.4% | -42.1% | +24.8% |
| 6M | +47.0% | -62.2% | +109.2% | +50.0% |
| YTD | +32.6% | -61.1% | +93.7% | +31.2% |
| 1Y | +57.3% | -87.2% | +144.5% | +45.8% |
| All | +57.3% | -88.0% | +145.3% | +45.8% |
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 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