-92.4%
MSTU vs LEN
-52.6%
-39.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -25.8% | -5.8% | -20.0% | -23.8% |
| 30D | -43.9% | +13.7% | -57.6% | -47.3% |
| 3M | +2.9% | -3.9% | +6.8% | +3.9% |
| 6M | -75.5% | -0.4% | -75.1% | -76.3% |
| YTD | -76.7% | -16.8% | -59.9% | -76.5% |
| 1Y | -88.9% | -29.5% | -59.5% | -87.6% |
| All | -92.4% | -52.6% | -39.8% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling