-89.8%
MSTU vs LDOS
-12.1%
-77.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +0.3% |
| 7D | -4.3% | -7.2% | +2.9% | +0.5% |
| 30D | -34.6% | +16.8% | -51.4% | -43.5% |
| 3M | +39.0% | -1.6% | +40.6% | +36.7% |
| 6M | -70.5% | -1.0% | -69.5% | -71.5% |
| YTD | -68.6% | -25.8% | -42.9% | -59.0% |
| 1Y | -88.6% | -31.1% | -57.6% | -83.8% |
| All | -89.8% | -12.1% | -77.7% | -91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling