-87.2%
MSTU vs LBRT
-25.0%
-62.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -11.2% | +21.5% | +11.4% |
| 7D | -4.8% | -25.3% | +20.5% | -1.7% |
| 30D | -29.6% | -32.9% | +3.3% | -26.3% |
| 3M | +69.4% | -33.3% | +102.7% | +75.4% |
| 6M | -62.2% | -61.0% | -1.3% | -57.1% |
| YTD | -61.1% | -28.0% | -33.1% | -64.1% |
| 1Y | -87.2% | -21.5% | -65.7% | -89.5% |
| All | -87.2% | -25.0% | -62.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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