-88.4%
MSTU vs LPLA
+66.3%
-154.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -5.9% |
| 7D | -22.0% | -3.7% | -18.4% | -17.8% |
| 30D | +60.3% | -6.4% | +66.7% | +74.4% |
| 3M | -3.7% | +20.2% | -23.9% | -26.9% |
| 6M | -45.2% | +12.8% | -58.0% | -56.9% |
| YTD | -64.3% | -2.5% | -61.8% | -63.2% |
| 1Y | -94.0% | +1.9% | -96.0% | -94.3% |
| All | -88.4% | +66.3% | -154.7% | -94.4% |
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