-91.0%
MSTU vs LSCC
+117.2%
-208.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -4.9% | -5.3% |
| 7D | -21.7% | +5.0% | -26.8% | -25.1% |
| 30D | -42.8% | -11.7% | -31.0% | -36.6% |
| 3M | +21.4% | -13.3% | +34.7% | +34.4% |
| 6M | -74.1% | -12.5% | -61.6% | -73.2% |
| YTD | -72.4% | +51.2% | -123.6% | -84.4% |
| 1Y | -90.1% | +65.9% | -156.0% | -94.9% |
| All | -91.0% | +117.2% | -208.2% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling