-88.9%
MSTU vs LDOS
-31.9%
-57.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | -25.8% | -1.6% | -24.2% | -25.4% |
| 30D | -43.9% | +8.2% | -52.1% | -47.0% |
| 3M | +2.9% | -8.2% | +11.1% | +5.2% |
| 6M | -75.5% | +5.8% | -81.3% | -77.4% |
| YTD | -76.7% | -27.0% | -49.8% | -70.5% |
| 1Y | -88.9% | -31.0% | -58.0% | -85.4% |
| All | -88.9% | -31.9% | -57.1% | -85.4% |
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