-88.4%
MSTU vs LEN
-56.1%
-32.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.5% | -3.3% | -5.1% |
| 7D | -22.0% | -7.8% | -14.3% | -18.7% |
| 30D | +60.3% | -11.0% | +71.3% | +69.8% |
| 3M | -3.7% | -12.8% | +9.1% | +1.2% |
| 6M | -45.2% | -20.2% | -25.0% | -39.5% |
| YTD | -64.3% | -23.0% | -41.3% | -62.2% |
| 1Y | -94.0% | -41.8% | -52.2% | -92.2% |
| All | -88.4% | -56.1% | -32.3% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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