-17.7%
LVS vs MSTU
-92.8%
+75.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | -0.2% |
| 7D | -1.5% | +21.3% | -22.8% | -2.1% |
| 30D | -3.2% | +90.8% | -94.0% | -5.6% |
| 3M | -12.0% | -6.8% | -5.2% | -12.4% |
| 6M | -19.9% | -39.8% | +19.9% | -20.0% |
| YTD | -30.6% | -55.7% | +25.0% | -29.9% |
| 1Y | -17.7% | -92.7% | +74.9% | -9.3% |
| All | -17.7% | -92.8% | +75.0% | -9.3% |
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