-85.6%
MSTU vs LII
-35.0%
-50.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -4.1% |
| 7D | +21.3% | -0.7% | +22.1% | +22.4% |
| 30D | +90.8% | -12.6% | +103.4% | +111.7% |
| 3M | -6.8% | -24.4% | +17.7% | +9.4% |
| 6M | -39.8% | -28.7% | -11.1% | -25.9% |
| YTD | -55.7% | -19.1% | -36.5% | -53.7% |
| 1Y | -92.7% | -29.7% | -63.0% | -90.8% |
| All | -85.6% | -35.0% | -50.5% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling