-87.5%
MSTU vs LCID
-88.6%
+1.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.8% | +2.3% | -1.8% |
| 7D | +12.9% | -9.3% | +22.2% | +17.9% |
| 30D | +68.3% | -35.4% | +103.7% | +106.0% |
| 3M | +0.4% | -17.1% | +17.5% | -3.6% |
| 6M | -41.5% | -58.9% | +17.4% | -16.0% |
| YTD | -61.7% | -59.6% | -2.1% | -42.5% |
| 1Y | -93.7% | -78.0% | -15.7% | -86.9% |
| All | -87.5% | -88.6% | +1.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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