+203.4%
LRCX vs MSTU
-92.2%
+295.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.6% | -2.9% |
| 7D | +12.7% | -25.8% | +38.5% | +15.9% |
| 30D | -21.3% | -43.9% | +22.6% | -17.0% |
| 3M | -32.9% | +2.9% | -35.8% | -34.7% |
| 6M | -23.4% | -75.5% | +52.1% | -16.5% |
| YTD | +32.4% | -76.7% | +109.1% | +38.3% |
| 1Y | +48.0% | -88.9% | +137.0% | +64.5% |
| All | +203.4% | -92.2% | +295.7% | +193.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling