-86.8%
MSTU vs LII
-35.9%
-50.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.4% | -7.3% | -7.5% |
| 7D | +16.1% | +2.1% | +14.0% | +15.0% |
| 30D | +68.7% | -12.4% | +81.1% | +86.9% |
| 3M | -11.0% | -24.8% | +13.8% | +4.4% |
| 6M | -33.4% | -25.2% | -8.2% | -23.2% |
| YTD | -59.5% | -20.3% | -39.3% | -57.2% |
| 1Y | -93.4% | -32.9% | -60.4% | -91.2% |
| All | -86.8% | -35.9% | -50.9% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling