-64.1%
LULU vs MSTU
-88.1%
+23.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +3.9% | -2.5% |
| 7D | -20.4% | -22.0% | +1.6% | -19.3% |
| 30D | -22.9% | +60.3% | -83.2% | -25.8% |
| 3M | -18.5% | -3.7% | -14.8% | -20.0% |
| 6M | -41.8% | -45.2% | +3.4% | -41.6% |
| YTD | -53.4% | -64.3% | +10.9% | -52.8% |
| 1Y | -40.9% | -94.0% | +53.1% | -33.2% |
| All | -64.1% | -88.1% | +23.9% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling