-92.0%
MSTU vs LBRT
-35.3%
-56.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.2% | -13.1% | -13.0% |
| 7D | -23.0% | +13.8% | -36.8% | -27.4% |
| 30D | -47.7% | -32.4% | -15.3% | -39.0% |
| 3M | +12.5% | -39.9% | +52.4% | +36.2% |
| 6M | -76.1% | -60.8% | -15.2% | -65.0% |
| YTD | -75.5% | -29.3% | -46.2% | -76.0% |
| 1Y | -90.1% | -18.9% | -71.2% | -91.1% |
| All | -92.0% | -35.3% | -56.7% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling