+70.6%
LPLA vs MSTZ
-99.3%
+169.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.2% |
| 7D | -3.1% | -29.7% | +26.7% | -4.6% |
| 30D | -0.1% | -65.3% | +65.2% | -5.2% |
| 3M | +23.2% | -57.3% | +80.6% | +20.3% |
| 6M | +15.5% | -61.6% | +77.2% | +13.5% |
| YTD | +0.9% | -78.3% | +79.2% | -1.5% |
| 1Y | +0.2% | -30.2% | +30.4% | +7.7% |
| All | +70.6% | -99.3% | +169.9% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling