-92.4%
MSTU vs LII
-41.2%
-51.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.9% |
| 7D | -25.8% | +2.9% | -28.7% | -27.5% |
| 30D | -43.9% | +0.9% | -44.8% | -44.8% |
| 3M | +2.9% | -15.5% | +18.4% | +16.8% |
| 6M | -75.5% | -30.2% | -45.3% | -69.8% |
| YTD | -76.7% | -26.8% | -49.9% | -73.8% |
| 1Y | -88.9% | -25.3% | -63.7% | -87.9% |
| All | -92.4% | -41.2% | -51.2% | -89.3% |
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