-2.2%
LMT vs MSTZ
-99.2%
+97.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.6% | -2.2% |
| 7D | -1.3% | -23.6% | +22.2% | -1.4% |
| 30D | -12.5% | -60.7% | +48.2% | -12.5% |
| 3M | -0.5% | -58.3% | +57.8% | -0.3% |
| 6M | -20.0% | -60.0% | +40.0% | -19.9% |
| YTD | +10.4% | -75.2% | +85.6% | +10.4% |
| 1Y | +17.7% | -19.9% | +37.6% | +18.7% |
| All | -2.2% | -99.2% | +97.0% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling