-51.2%
LULU vs MSTU
-92.8%
+41.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.2% | -14.2% | -17.3% |
| 7D | -16.7% | +21.3% | -38.1% | -17.5% |
| 30D | -18.5% | +90.8% | -109.4% | -21.2% |
| 3M | -19.5% | -6.8% | -12.7% | -19.7% |
| 6M | -41.9% | -39.8% | -2.1% | -41.6% |
| YTD | -51.6% | -55.7% | +4.1% | -51.2% |
| 1Y | -51.2% | -92.7% | +41.5% | -44.4% |
| All | -51.2% | -92.8% | +41.6% | -44.4% |
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