+51.7%
LLY vs MSTU
-89.5%
+141.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -4.5% | -4.3% | -0.2% | -4.4% |
| 30D | +13.9% | -34.6% | +48.5% | +14.4% |
| 3M | +13.8% | +39.0% | -25.3% | +12.4% |
| 6M | +37.6% | -70.5% | +108.1% | +39.2% |
| YTD | +26.6% | -68.6% | +95.2% | +26.5% |
| 1Y | +45.3% | -88.6% | +134.0% | +46.5% |
| All | +51.7% | -89.5% | +141.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling