-89.3%
MSTU vs LII
-27.8%
-61.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -27.7% | -2.3% | -25.4% | -26.9% |
| 30D | -40.3% | -1.7% | -38.6% | -40.1% |
| 3M | +26.4% | -18.3% | +44.7% | +35.3% |
| 6M | -75.7% | -32.3% | -43.4% | -72.8% |
| YTD | -71.9% | -27.1% | -44.8% | -70.7% |
| 1Y | -89.3% | -27.2% | -62.1% | -88.6% |
| All | -89.3% | -27.8% | -61.5% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling