-92.4%
MSTU vs LPLA
+40.2%
-132.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -25.8% | -0.9% | -24.9% | -25.1% |
| 30D | -43.9% | -9.5% | -34.4% | -38.5% |
| 3M | +2.9% | -21.9% | +24.8% | +36.1% |
| 6M | -75.5% | -2.6% | -72.9% | -76.7% |
| YTD | -76.7% | -17.8% | -58.9% | -71.3% |
| 1Y | -88.9% | -21.2% | -67.8% | -85.4% |
| All | -92.4% | +40.2% | -132.6% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling