-2.2%
LMT vs MSTU
-87.2%
+85.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -2.2% |
| 7D | -1.3% | +12.9% | -14.2% | -1.4% |
| 30D | -12.5% | +68.3% | -80.9% | -12.5% |
| 3M | -0.5% | +0.4% | -0.8% | -0.3% |
| 6M | -20.0% | -41.5% | +21.5% | -19.8% |
| YTD | +10.4% | -61.7% | +72.1% | +10.6% |
| 1Y | +17.7% | -93.7% | +111.4% | +19.1% |
| All | -2.2% | -87.2% | +85.0% | -2.0% |
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