-85.6%
MSTU vs LBRT
+3.1%
-88.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -3.8% |
| 7D | +21.3% | +8.7% | +12.6% | +17.0% |
| 30D | +90.8% | +6.6% | +84.2% | +82.9% |
| 3M | -6.8% | -34.5% | +27.7% | +11.7% |
| 6M | -39.8% | -24.5% | -15.3% | -35.5% |
| YTD | -55.7% | +12.7% | -68.4% | -63.7% |
| 1Y | -92.7% | +94.8% | -187.5% | -96.0% |
| All | -85.6% | +3.1% | -88.7% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling