+58.2%
LLY vs MSTU
-90.1%
+148.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.1% | +9.4% | +4.4% |
| 7D | +0.1% | -9.3% | +9.4% | +0.2% |
| 30D | +19.7% | -38.3% | +58.0% | +20.4% |
| 3M | +19.3% | +24.0% | -4.8% | +18.0% |
| 6M | +49.3% | -72.1% | +121.4% | +51.2% |
| YTD | +32.0% | -70.2% | +102.2% | +32.0% |
| 1Y | +53.7% | -89.6% | +143.3% | +55.1% |
| All | +58.2% | -90.1% | +148.3% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling