+25.9%
LMT vs MSTZ
-63.1%
+88.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.6% | +2.7% | -6.7% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | +17.5% | +16.6% | +0.9% | +17.2% |
| 3M | +1.6% | -74.7% | +76.3% | +2.4% |
| 6M | +16.3% | -43.9% | +60.2% | +18.4% |
| YTD | +25.3% | -84.0% | +109.3% | +25.5% |
| 1Y | +25.9% | -65.1% | +91.0% | +26.7% |
| All | +25.9% | -63.1% | +88.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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