+75.7%
LSCC vs MSTZ
-29.5%
+105.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +2.3% |
| 7D | +1.3% | -29.7% | +31.0% | -1.3% |
| 30D | -9.7% | -65.3% | +55.6% | -17.2% |
| 3M | -23.7% | -57.3% | +33.6% | -25.9% |
| 6M | +26.5% | -61.6% | +88.1% | +24.3% |
| YTD | +57.5% | -78.3% | +135.8% | +52.9% |
| 1Y | +75.7% | -30.2% | +105.9% | +119.7% |
| All | +75.7% | -29.5% | +105.1% | +119.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling