-88.0%
MSTU vs LBRT
+5.0%
-93.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.2% |
| 7D | -16.6% | +1.8% | -18.4% | -17.4% |
| 30D | +69.7% | -2.5% | +72.2% | +70.0% |
| 3M | -7.5% | -24.9% | +17.4% | +2.8% |
| 6M | -43.1% | -29.5% | -13.7% | -36.5% |
| YTD | -63.0% | +14.7% | -77.8% | -70.0% |
| 1Y | -93.8% | +91.7% | -185.5% | -96.6% |
| All | -88.0% | +5.0% | -93.0% | -91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling