-91.0%
MSTU vs LDOS
-9.1%
-81.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -8.1% |
| 7D | -21.7% | +1.9% | -23.6% | -22.9% |
| 30D | -42.8% | +12.8% | -55.6% | -49.0% |
| 3M | +21.4% | -1.0% | +22.4% | +19.1% |
| 6M | -74.1% | +6.2% | -80.3% | -76.5% |
| YTD | -72.4% | -23.2% | -49.2% | -64.9% |
| 1Y | -90.1% | -29.5% | -60.6% | -86.1% |
| All | -91.0% | -9.1% | -81.9% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling