+323.8%
LRCX vs MSTU
-87.2%
+411.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.9% |
| 7D | +9.5% | +12.9% | -3.4% | +7.7% |
| 30D | +3.1% | +68.3% | -65.3% | -3.4% |
| 3M | -3.4% | +0.4% | -3.8% | -6.2% |
| 6M | +49.7% | -41.5% | +91.2% | +50.3% |
| YTD | +84.9% | -61.7% | +146.6% | +86.1% |
| 1Y | +200.8% | -93.7% | +294.5% | +252.4% |
| All | +323.8% | -87.2% | +411.0% | +294.3% |
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