+300.1%
LRCX vs MSTU
-87.7%
+387.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.3% |
| 7D | -3.1% | -16.6% | +13.5% | -1.5% |
| 30D | -8.6% | +69.7% | -78.3% | -14.3% |
| 3M | -17.7% | -7.5% | -10.2% | -19.5% |
| 6M | +36.4% | -43.1% | +79.5% | +37.2% |
| YTD | +74.5% | -63.0% | +137.6% | +76.3% |
| 1Y | +159.4% | -93.8% | +253.2% | +204.5% |
| All | +300.1% | -87.7% | +387.8% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling