+135.8%
LSCC vs MSTZ
-99.3%
+235.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.5% | +10.1% |
| 7D | +14.5% | +31.0% | -16.6% | +18.2% |
| 30D | -0.1% | +34.0% | -34.0% | +4.6% |
| 3M | -2.7% | -67.7% | +65.0% | -8.9% |
| 6M | -4.8% | -14.9% | +10.1% | +2.4% |
| YTD | +66.9% | -79.1% | +145.9% | +65.9% |
| 1Y | +85.8% | -58.9% | +144.8% | +101.6% |
| All | +135.8% | -99.3% | +235.1% | +100.2% |
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