+25.9%
LYFT vs MSTU
-87.7%
+113.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.6% |
| 7D | -8.4% | -16.6% | +8.2% | -6.7% |
| 30D | -7.6% | +69.7% | -77.3% | -14.1% |
| 3M | +11.7% | -7.5% | +19.2% | +8.7% |
| 6M | +15.1% | -43.1% | +58.2% | +14.4% |
| YTD | -20.9% | -63.0% | +42.1% | -20.7% |
| 1Y | -16.4% | -93.8% | +77.4% | -0.4% |
| All | +25.9% | -87.7% | +113.5% | +8.8% |
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