-88.6%
MSTU vs LSCC
+68.2%
-156.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -6.2% |
| 7D | -4.3% | +13.0% | -17.2% | -11.1% |
| 30D | -34.6% | -19.8% | -14.7% | -24.2% |
| 3M | +39.0% | -18.4% | +57.4% | +58.0% |
| 6M | -70.5% | -16.1% | -54.4% | -68.5% |
| YTD | -68.6% | +42.7% | -111.4% | -80.8% |
| 1Y | -88.6% | +68.0% | -156.6% | -94.8% |
| All | -88.6% | +68.2% | -156.8% | -94.8% |
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