+113.7%
LSCC vs MSTZ
-99.3%
+212.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.6% | -9.9% | -1.5% |
| 7D | +5.0% | +21.1% | -16.1% | +7.6% |
| 30D | -11.7% | +40.1% | -51.8% | -7.2% |
| 3M | -13.3% | -66.1% | +52.8% | -18.4% |
| 6M | -12.5% | -20.7% | +8.2% | -6.6% |
| YTD | +51.2% | -78.6% | +129.8% | +50.6% |
| 1Y | +65.9% | -55.5% | +121.4% | +81.6% |
| All | +113.7% | -99.3% | +212.9% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling