-85.6%
MSTU vs LEN
-52.9%
-32.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.7% |
| 7D | +21.3% | -3.2% | +24.5% | +23.3% |
| 30D | +90.8% | -4.9% | +95.7% | +95.4% |
| 3M | -6.8% | -8.5% | +1.7% | -4.4% |
| 6M | -39.8% | -20.7% | -19.2% | -33.6% |
| YTD | -55.7% | -17.4% | -38.3% | -54.7% |
| 1Y | -92.7% | -38.2% | -54.4% | -90.7% |
| All | -85.6% | -52.9% | -32.6% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling