-87.2%
MSTU vs LSCC
+57.8%
-145.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.1% | +9.5% |
| 7D | -4.8% | +3.0% | -7.8% | -6.2% |
| 30D | -29.6% | -19.3% | -10.3% | -19.0% |
| 3M | +69.4% | -22.3% | +91.7% | +97.5% |
| 6M | -62.2% | -14.6% | -47.7% | -60.5% |
| YTD | -61.1% | +45.8% | -106.8% | -76.8% |
| 1Y | -87.2% | +69.6% | -156.8% | -94.4% |
| All | -87.2% | +57.8% | -145.0% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling