-87.2%
MSTU vs LDOS
-27.6%
-59.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.6% | +10.0% |
| 7D | -4.8% | -2.8% | -2.0% | -4.4% |
| 30D | -29.6% | +13.6% | -43.1% | -34.8% |
| 3M | +69.4% | +4.2% | +65.2% | +61.6% |
| 6M | -62.2% | -8.2% | -54.0% | -60.2% |
| YTD | -61.1% | -24.1% | -37.0% | -51.2% |
| 1Y | -87.2% | -31.2% | -55.9% | -82.7% |
| All | -87.2% | -27.6% | -59.5% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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