+69.6%
LSCC vs MSTZ
-63.1%
+132.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.8% | +0.3% |
| 7D | +3.0% | +0.7% | +2.2% | +3.4% |
| 30D | -19.3% | +16.6% | -35.9% | -17.2% |
| 3M | -22.3% | -74.7% | +52.4% | -28.4% |
| 6M | -14.6% | -43.9% | +29.3% | -11.6% |
| YTD | +45.8% | -84.0% | +129.8% | +40.2% |
| 1Y | +69.6% | -65.1% | +134.7% | +87.8% |
| All | +69.6% | -63.1% | +132.7% | +87.8% |
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