-33.3%
LULU vs MSTU
-89.8%
+56.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -18.3% | +18.0% | +0.3% |
| 7D | +1.8% | -18.2% | +20.0% | +2.3% |
| 30D | +19.4% | -42.7% | +62.1% | +21.1% |
| 3M | -9.5% | +37.0% | -46.5% | -11.5% |
| 6M | -14.2% | -70.1% | +55.9% | -11.1% |
| YTD | -46.2% | -68.2% | +22.0% | -45.7% |
| 1Y | -33.3% | -90.1% | +56.8% | -32.6% |
| All | -33.3% | -89.8% | +56.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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