+65.5%
LYV vs MSTU
-87.7%
+153.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.5% | -0.1% |
| 7D | -1.9% | -16.6% | +14.7% | -1.1% |
| 30D | -8.2% | +69.7% | -77.9% | -11.3% |
| 3M | -1.3% | -7.5% | +6.2% | -2.5% |
| 6M | +2.6% | -43.1% | +45.7% | +2.5% |
| YTD | +19.4% | -63.0% | +82.4% | +20.0% |
| 1Y | -2.2% | -93.8% | +91.5% | +7.5% |
| All | +65.5% | -87.7% | +153.2% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling