+11.2%
LMT vs MSTZ
-99.2%
+110.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.3% | -1.3% |
| 7D | +5.1% | +30.8% | -25.7% | +5.0% |
| 30D | +14.1% | +41.2% | -27.1% | +14.0% |
| 3M | +0.3% | -60.9% | +61.2% | +0.1% |
| 6M | +16.1% | -15.7% | +31.8% | +16.7% |
| YTD | +25.5% | -75.2% | +100.7% | +25.3% |
| 1Y | +34.1% | -59.8% | +93.9% | +34.4% |
| All | +11.2% | -99.2% | +110.3% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling