+101.7%
LSCC vs MSTZ
-99.4%
+201.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.4% | +7.2% |
| 7D | +13.0% | -1.2% | +14.2% | +13.4% |
| 30D | -19.8% | +22.2% | -42.0% | -16.9% |
| 3M | -18.4% | -70.4% | +52.0% | -24.3% |
| 6M | -16.1% | -31.0% | +14.9% | -11.6% |
| YTD | +42.7% | -81.0% | +123.8% | +40.3% |
| 1Y | +68.0% | -61.2% | +129.2% | +81.2% |
| All | +101.7% | -99.4% | +201.0% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling