-11.0%
LVS vs MSTU
+8.1%
-19.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.0% | +7.7% | +2.7% |
| 7D | -0.8% | -25.8% | +25.0% | -0.8% |
| 30D | +10.0% | -43.9% | +53.9% | +10.1% |
| 3M | -11.0% | +2.9% | -13.9% | -9.7% |
| All | -11.0% | +8.1% | -19.1% | -9.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling