-92.7%
MSTU vs LBRT
+100.7%
-193.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.3% |
| 7D | +21.3% | +8.3% | +13.1% | +19.7% |
| 30D | +90.8% | +6.1% | +84.7% | +87.1% |
| 3M | -6.8% | -34.8% | +28.0% | +1.9% |
| 6M | -39.8% | -24.8% | -15.0% | -37.4% |
| YTD | -55.7% | +12.2% | -67.9% | -60.1% |
| 1Y | -92.7% | +94.0% | -186.6% | -94.1% |
| All | -92.7% | +100.7% | -193.4% | -94.1% |
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