+1.9%
LPLA vs MSTZ
-12.4%
+14.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.3% | -0.4% |
| 7D | -3.7% | +24.8% | -28.5% | -2.6% |
| 30D | -6.4% | -59.2% | +52.9% | -9.4% |
| 3M | +20.2% | -56.9% | +77.0% | +18.0% |
| 6M | +12.8% | -57.6% | +70.4% | +11.4% |
| YTD | -2.5% | -73.6% | +71.1% | -4.0% |
| 1Y | +1.9% | -15.6% | +17.5% | +4.8% |
| All | +1.9% | -12.4% | +14.3% | +4.8% |
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