-2.0%
LMT vs MSTU
-85.2%
+83.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.4% |
| 7D | -6.3% | +21.3% | -27.6% | -6.3% |
| 30D | -8.5% | +90.8% | -99.3% | -8.5% |
| 3M | +1.8% | -6.8% | +8.6% | +2.1% |
| 6M | -19.9% | -39.8% | +19.9% | -19.7% |
| YTD | +10.6% | -55.7% | +66.3% | +10.7% |
| 1Y | +17.9% | -92.7% | +110.6% | +19.3% |
| All | -2.0% | -85.2% | +83.2% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling