-89.3%
MSTU vs LSCC
+73.4%
-162.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.4% | -13.5% | -10.6% |
| 7D | -9.3% | +19.3% | -28.6% | -19.4% |
| 30D | -38.3% | -9.6% | -28.6% | -34.2% |
| 3M | +24.0% | -12.4% | +36.5% | +33.8% |
| 6M | -72.1% | -10.5% | -61.6% | -71.6% |
| YTD | -70.2% | +54.8% | -125.0% | -83.3% |
| All | -89.3% | +73.4% | -162.7% | -94.9% |
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