+312.8%
LRCX vs MSTU
-85.2%
+398.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.4% |
| 7D | +1.9% | +21.3% | -19.4% | -0.5% |
| 30D | +0.1% | +90.8% | -90.7% | -7.2% |
| 3M | -8.5% | -6.8% | -1.7% | -10.5% |
| 6M | +38.1% | -39.8% | +77.9% | +38.3% |
| YTD | +80.1% | -55.7% | +135.7% | +79.0% |
| 1Y | +208.1% | -92.7% | +300.7% | +256.2% |
| All | +312.8% | -85.2% | +398.0% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling